+524.8%
FAST vs FWONK
+339.5%
+185.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -6.4% | -6.8% | +0.3% | -5.0% |
| 3M | +7.1% | +7.7% | -0.6% | +5.1% |
| 6M | +7.0% | +11.0% | -4.0% | +4.2% |
| YTD | +24.1% | -3.1% | +27.3% | +24.3% |
| 1Y | +4.4% | -3.5% | +7.9% | +4.5% |
| 3Y | +93.2% | +44.6% | +48.6% | +73.7% |
| 5Y | +106.4% | +98.3% | +8.1% | +70.3% |
| All | +524.8% | +339.5% | +185.2% | +341.7% |
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