+51.4%
FE vs FWONK
+60.8%
-9.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.2% | +2.5% | -1.3% | +1.1% |
| 30D | +4.5% | +20.0% | -15.4% | +3.2% |
| 3M | +1.3% | +5.2% | -3.8% | +0.9% |
| 6M | +8.7% | +18.7% | -10.0% | +7.2% |
| YTD | +9.2% | +10.7% | -1.5% | +8.1% |
| 1Y | +7.0% | +8.2% | -1.3% | +6.0% |
| 3Y | +51.4% | +64.6% | -13.2% | +46.9% |
| All | +51.4% | +60.8% | -9.4% | +46.9% |
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 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