+3.1%
FERG vs FWONK
+0.2%
+2.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.5% |
| 7D | +7.7% | +8.9% | -1.2% | +7.4% |
| 30D | +11.5% | +4.1% | +7.3% | +11.2% |
| 3M | -2.4% | +2.6% | -5.0% | -2.5% |
| 6M | -4.0% | +12.2% | -16.2% | -4.5% |
| YTD | +13.4% | +0.4% | +12.9% | +11.9% |
| 1Y | +3.1% | -1.8% | +4.9% | +9.9% |
| All | +3.1% | +0.2% | +2.9% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling