+177.2%
FDX vs FWONK
+340.2%
-163.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -4.5% | -7.7% | +3.2% | -1.9% |
| 3M | -7.3% | +5.7% | -13.1% | -9.5% |
| 6M | +7.5% | +13.5% | -5.9% | +2.2% |
| YTD | +35.1% | -3.0% | +38.0% | +35.2% |
| 1Y | +71.4% | -6.4% | +77.8% | +73.4% |
| 3Y | +60.8% | +43.8% | +17.0% | +36.6% |
| 5Y | +65.5% | +98.6% | -33.1% | +22.3% |
| All | +177.2% | +340.2% | -163.0% | +65.0% |
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