+406.3%
FERG vs FWONK
+276.9%
+129.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -8.9% | -7.7% | -1.2% | -8.2% |
| 3M | -2.0% | +5.7% | -7.8% | -2.7% |
| 6M | -3.2% | +13.5% | -16.7% | -4.5% |
| YTD | +1.5% | -3.0% | +4.5% | +1.6% |
| 1Y | +0.5% | -6.4% | +6.9% | +0.9% |
| 3Y | +50.4% | +43.8% | +6.6% | +44.8% |
| 5Y | +68.7% | +98.6% | -29.9% | +60.5% |
| 10Y | +351.3% | +340.0% | +11.3% | +325.0% |
| All | +406.3% | +276.9% | +129.3% | +367.3% |
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