-11.2%
FIS vs FWONK
+274.4%
-285.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -3.5% | -2.1% | -1.4% | -2.8% |
| 30D | -7.8% | -7.7% | -0.2% | -5.6% |
| 3M | +0.8% | +9.3% | -8.5% | -2.0% |
| 6M | -21.9% | +13.3% | -35.2% | -25.1% |
| YTD | -39.5% | -3.6% | -35.9% | -39.2% |
| 1Y | -41.0% | -6.8% | -34.2% | -40.2% |
| 3Y | -23.6% | +43.9% | -67.5% | -33.5% |
| 5Y | -65.6% | +94.4% | -160.0% | -73.0% |
| 10Y | -40.2% | +353.8% | -394.0% | -63.7% |
| All | -11.2% | +274.4% | -285.6% | -48.2% |
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