-56.4%
FICO vs FWONK
+0.2%
-56.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -5.1% |
| 7D | +0.4% | +8.9% | -8.5% | -4.3% |
| 30D | +1.7% | +4.1% | -2.5% | -0.7% |
| 3M | -33.0% | +2.6% | -35.6% | -33.7% |
| 6M | -33.9% | +12.2% | -46.1% | -35.9% |
| YTD | -58.5% | +0.4% | -59.0% | -58.2% |
| 1Y | -56.4% | -1.8% | -54.5% | -54.5% |
| All | -56.4% | +0.2% | -56.5% | -54.5% |
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