-51.1%
FIS vs FWONK
+0.2%
-51.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.5% | -27.2% | -24.1% |
| 7D | -18.4% | +8.9% | -27.3% | -19.8% |
| 30D | -11.4% | +4.1% | -15.5% | -12.1% |
| 3M | -32.0% | +2.6% | -34.6% | -32.4% |
| 6M | -35.6% | +12.2% | -47.8% | -36.7% |
| YTD | -53.8% | +0.4% | -54.2% | -53.8% |
| 1Y | -51.1% | -1.8% | -49.3% | -49.5% |
| All | -51.1% | +0.2% | -51.2% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling