+315.6%
EXPD vs FWONK
+345.8%
-30.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.9% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +5.2% | -5.8% | +11.0% | +6.4% |
| 3M | +13.2% | +10.0% | +3.2% | +10.9% |
| 6M | +30.3% | +14.7% | +15.7% | +26.3% |
| YTD | +27.0% | -1.7% | +28.8% | +26.9% |
| 1Y | +57.3% | -4.6% | +61.9% | +57.9% |
| 3Y | +70.0% | +46.7% | +23.3% | +53.8% |
| 5Y | +61.6% | +99.4% | -37.8% | +36.4% |
| All | +315.6% | +345.8% | -30.2% | +213.1% |
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