+1,383.5%
FICO vs FWONK
+276.6%
+1,107.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.1% |
| 7D | -19.2% | -6.2% | -13.0% | -16.9% |
| 30D | -14.6% | -0.6% | -14.0% | -14.4% |
| 3M | -20.1% | +11.1% | -31.2% | -23.4% |
| 6M | -36.3% | +11.7% | -48.0% | -39.2% |
| YTD | -44.9% | -3.1% | -41.8% | -44.3% |
| 1Y | -38.6% | -4.2% | -34.4% | -37.9% |
| 3Y | +4.0% | +38.3% | -34.4% | -11.1% |
| 5Y | +99.5% | +92.2% | +7.4% | +45.8% |
| 10Y | +604.7% | +355.4% | +249.3% | +258.7% |
| All | +1,383.5% | +276.6% | +1,107.0% | +612.1% |
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