-80.9%
FIG vs FWONK
-5.3%
-75.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.8% |
| 7D | -14.5% | -0.6% | -13.8% | -14.0% |
| 30D | -13.3% | -5.8% | -7.5% | -9.3% |
| 3M | +7.4% | +10.0% | -2.6% | -2.5% |
| 6M | -27.8% | +14.7% | -42.5% | -37.1% |
| YTD | -41.1% | -1.7% | -39.4% | -40.4% |
| 1Y | -58.7% | -4.6% | -54.1% | -56.3% |
| All | -80.9% | -5.3% | -75.7% | -80.1% |
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