+69.5%
FISV vs FWONK
+276.9%
-207.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -7.7% | +7.8% | +2.4% |
| 3M | -2.8% | +5.7% | -8.5% | -4.6% |
| 6M | -11.8% | +13.5% | -25.3% | -15.5% |
| YTD | -23.2% | -3.0% | -20.2% | -23.1% |
| 1Y | -62.0% | -6.4% | -55.6% | -61.7% |
| 3Y | -57.6% | +43.8% | -101.4% | -63.1% |
| 5Y | -53.4% | +98.6% | -152.0% | -63.8% |
| 10Y | +2.9% | +340.0% | -337.1% | -37.8% |
| All | +69.5% | +276.9% | -207.4% | -1.8% |
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 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