+176.2%
EXC vs FWONK
+281.7%
-105.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -0.9% | -5.8% | +4.9% | +0.3% |
| 3M | -2.7% | +10.0% | -12.7% | -4.8% |
| 6M | -9.4% | +14.7% | -24.0% | -12.3% |
| YTD | +3.0% | -1.7% | +4.8% | +2.9% |
| 1Y | +5.1% | -4.6% | +9.8% | +5.4% |
| 3Y | +20.6% | +46.7% | -26.1% | +7.8% |
| 5Y | +45.7% | +99.4% | -53.7% | +18.6% |
| 10Y | +160.8% | +345.6% | -184.7% | +73.7% |
| All | +176.2% | +281.7% | -105.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling