+181.9%
FANG vs FWONK
+340.2%
-158.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +2.6% | -7.7% | +10.4% | +6.3% |
| 3M | +7.6% | +5.7% | +1.9% | +4.1% |
| 6M | +17.3% | +13.5% | +3.9% | +8.6% |
| YTD | +38.7% | -3.0% | +41.6% | +38.0% |
| 1Y | +51.6% | -6.4% | +58.1% | +53.2% |
| 3Y | +50.0% | +43.8% | +6.1% | +17.5% |
| 5Y | +237.6% | +98.6% | +139.0% | +111.4% |
| All | +181.9% | +340.2% | -158.3% | +54.0% |
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