+54.9%
F vs FWONK
+274.4%
-219.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.0% |
| 7D | +1.2% | -2.1% | +3.2% | +1.9% |
| 30D | +1.2% | -7.7% | +8.9% | +4.0% |
| 3M | -5.7% | +9.3% | -15.0% | -8.7% |
| 6M | +17.9% | +13.3% | +4.6% | +12.5% |
| YTD | +10.4% | -3.6% | +14.0% | +11.0% |
| 1Y | +25.3% | -6.8% | +32.1% | +27.0% |
| 3Y | +37.5% | +43.9% | -6.4% | +16.6% |
| 5Y | +46.5% | +94.4% | -47.9% | +11.3% |
| 10Y | +86.4% | +353.8% | -267.4% | +6.5% |
| All | +54.9% | +274.4% | -219.5% | -16.2% |
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