+8.6%
FICO vs FWONK
+46.4%
-37.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.6% |
| 7D | -10.6% | -0.6% | -10.0% | -10.3% |
| 30D | -6.3% | -5.8% | -0.6% | -4.1% |
| 3M | -19.7% | +10.0% | -29.8% | -22.0% |
| 6M | -31.8% | +14.7% | -46.4% | -34.6% |
| YTD | -41.8% | -1.7% | -40.1% | -41.5% |
| 1Y | -36.4% | -4.6% | -31.8% | -35.5% |
| All | +8.6% | +46.4% | -37.8% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling