+265.0%
FFIV vs FWONK
+276.3%
-11.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +1.6% | -1.5% | +3.2% | +2.1% |
| 30D | -3.7% | -6.8% | +3.0% | -2.0% |
| 3M | +2.0% | +7.7% | -5.7% | -0.4% |
| 6M | +39.3% | +11.0% | +28.3% | +34.5% |
| YTD | +56.1% | -3.1% | +59.2% | +56.2% |
| 1Y | +22.0% | -3.5% | +25.4% | +22.1% |
| 3Y | +148.2% | +44.6% | +103.6% | +119.5% |
| 5Y | +96.3% | +98.3% | -1.9% | +58.1% |
| 10Y | +237.6% | +339.3% | -101.8% | +117.4% |
| All | +265.0% | +276.3% | -11.3% | +122.7% |
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