+103.6%
FFIV vs FWONK
+97.7%
+5.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | -2.7% | -7.7% | +5.1% | -0.3% |
| 3M | +4.5% | +5.7% | -1.2% | +2.3% |
| 6M | +42.2% | +13.5% | +28.7% | +35.3% |
| YTD | +61.3% | -3.0% | +64.3% | +61.6% |
| 1Y | +23.0% | -6.4% | +29.5% | +24.8% |
| 3Y | +156.3% | +43.8% | +112.4% | +119.9% |
| All | +103.6% | +97.7% | +5.9% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling