+270.6%
EXPE vs FWONK
+281.7%
-11.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.5% |
| 7D | -11.5% | -0.6% | -10.9% | -11.3% |
| 30D | -13.1% | -5.8% | -7.3% | -10.7% |
| 3M | +18.1% | +10.0% | +8.1% | +13.4% |
| 6M | +13.3% | +14.7% | -1.4% | +6.5% |
| YTD | -3.2% | -1.7% | -1.5% | -3.5% |
| 1Y | +26.1% | -4.6% | +30.8% | +27.0% |
| 3Y | +151.7% | +46.7% | +105.0% | +106.3% |
| 5Y | +88.3% | +99.4% | -11.1% | +34.3% |
| 10Y | +158.0% | +345.6% | -187.5% | +36.4% |
| All | +270.6% | +281.7% | -11.1% | +88.9% |
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