+541.4%
FICO vs FWONK
+281.3%
+260.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +1.0% |
| 30D | +0.1% | +20.0% | -19.9% | -8.3% |
| 3M | -35.2% | +5.2% | -40.3% | -36.6% |
| 6M | -32.4% | +18.7% | -51.1% | -37.4% |
| YTD | -57.4% | +10.7% | -68.1% | -59.5% |
| 1Y | -58.5% | +8.2% | -66.8% | -60.2% |
| 3Y | -28.9% | +64.6% | -93.4% | -44.8% |
| 5Y | +91.7% | +92.5% | -0.8% | +33.8% |
| All | +541.4% | +281.3% | +260.1% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling