-79.9%
FIG vs FWONK
-6.4%
-73.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | -3.8% | +0.1% | -3.9% | -4.0% |
| 30D | -2.3% | -7.7% | +5.4% | +4.1% |
| 3M | +20.0% | +5.7% | +14.2% | +12.8% |
| 6M | -16.7% | +13.5% | -30.1% | -26.7% |
| YTD | -37.9% | -3.0% | -35.0% | -36.5% |
| 1Y | -58.5% | -6.4% | -52.1% | -54.8% |
| All | -79.9% | -6.4% | -73.5% | -78.8% |
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 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