+169.7%
EXE vs FWONK
+118.7%
+51.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.9% | -7.7% | +6.8% | +1.0% |
| 3M | +9.6% | +5.7% | +3.8% | +7.7% |
| 6M | -11.6% | +13.5% | -25.1% | -15.2% |
| YTD | -12.6% | -3.0% | -9.6% | -12.4% |
| 1Y | +1.2% | -6.4% | +7.6% | +2.3% |
| 3Y | +18.0% | +43.8% | -25.8% | +4.1% |
| 5Y | +101.1% | +98.6% | +2.5% | +57.8% |
| All | +169.7% | +118.7% | +51.0% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling