+206.0%
FDX vs FWONK
+274.4%
-68.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -3.3% | -2.1% | -1.2% | -2.7% |
| 30D | -1.4% | -7.7% | +6.3% | +1.1% |
| 3M | -4.5% | +9.3% | -13.8% | -7.5% |
| 6M | +9.4% | +13.3% | -3.9% | +4.4% |
| YTD | +36.0% | -3.6% | +39.6% | +36.4% |
| 1Y | +75.5% | -6.8% | +82.3% | +77.6% |
| 3Y | +62.8% | +43.9% | +18.9% | +40.3% |
| 5Y | +64.4% | +94.4% | -30.0% | +26.0% |
| 10Y | +175.5% | +353.8% | -178.4% | +58.3% |
| All | +206.0% | +274.4% | -68.5% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling