+50.0%
FANG vs FWONK
+44.6%
+5.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +2.6% | -7.7% | +10.4% | +3.5% |
| 3M | +7.6% | +5.7% | +1.9% | +6.6% |
| 6M | +17.3% | +13.5% | +3.9% | +14.3% |
| YTD | +38.7% | -3.0% | +41.6% | +39.5% |
| 1Y | +51.6% | -6.4% | +58.1% | +53.6% |
| 3Y | +50.0% | +43.8% | +6.1% | +42.8% |
| All | +50.0% | +44.6% | +5.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling