+160.0%
EXPE vs FWONK
+340.2%
-180.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -13.6% | -7.7% | -5.9% | -10.3% |
| 3M | +25.2% | +5.7% | +19.5% | +21.9% |
| 6M | +22.3% | +13.5% | +8.9% | +14.9% |
| YTD | -0.3% | -3.0% | +2.7% | 0.0% |
| 1Y | +27.8% | -6.4% | +34.2% | +29.9% |
| 3Y | +162.4% | +43.8% | +118.6% | +112.2% |
| 5Y | +95.8% | +98.6% | -2.7% | +33.9% |
| All | +160.0% | +340.2% | -180.2% | +45.6% |
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