+106.4%
FAST vs FWONK
+95.7%
+10.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -6.4% | -6.8% | +0.3% | -5.1% |
| 3M | +7.1% | +7.7% | -0.6% | +5.3% |
| 6M | +7.0% | +11.0% | -4.0% | +4.3% |
| YTD | +24.1% | -3.1% | +27.3% | +24.5% |
| 1Y | +4.4% | -3.5% | +7.9% | +4.6% |
| 3Y | +93.2% | +44.6% | +48.6% | +73.4% |
| 5Y | +106.4% | +98.3% | +8.1% | +66.9% |
| All | +106.4% | +95.7% | +10.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling