+390.5%
EXPD vs FWONK
+276.6%
+113.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -1.1% | -6.2% | +5.1% | +0.1% |
| 30D | +4.1% | -0.6% | +4.6% | +4.1% |
| 3M | +17.9% | +11.1% | +6.8% | +15.3% |
| 6M | +29.2% | +11.7% | +17.5% | +25.9% |
| YTD | +27.4% | -3.1% | +30.4% | +27.5% |
| 1Y | +56.8% | -4.2% | +61.0% | +57.2% |
| 3Y | +68.0% | +38.3% | +29.7% | +54.3% |
| 5Y | +61.9% | +92.2% | -30.3% | +38.1% |
| 10Y | +316.0% | +355.4% | -39.4% | +188.5% |
| All | +390.5% | +276.6% | +113.9% | +225.2% |
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