+113.0%
FICO vs FWONK
+98.5%
+14.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.6% |
| 7D | -10.6% | -0.6% | -10.0% | -10.2% |
| 30D | -6.3% | -5.8% | -0.6% | -3.9% |
| 3M | -19.7% | +10.0% | -29.8% | -22.5% |
| 6M | -31.8% | +14.7% | -46.4% | -35.2% |
| YTD | -41.8% | -1.7% | -40.1% | -41.5% |
| 1Y | -36.4% | -4.6% | -31.8% | -35.4% |
| 3Y | +9.3% | +46.7% | -37.4% | -7.0% |
| 5Y | +113.0% | +99.4% | +13.6% | +45.6% |
| All | +113.0% | +98.5% | +14.5% | +45.6% |
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 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