+284.0%
FITB vs FWONK
+340.2%
-56.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -5.7% | -7.7% | +2.1% | -2.2% |
| 3M | +3.2% | +5.7% | -2.6% | -0.1% |
| 6M | +23.4% | +13.5% | +9.9% | +15.0% |
| YTD | +18.8% | -3.0% | +21.8% | +18.7% |
| 1Y | +25.0% | -6.4% | +31.4% | +26.7% |
| 3Y | +131.2% | +43.8% | +87.4% | +83.9% |
| 5Y | +70.7% | +98.6% | -27.9% | +10.8% |
| All | +284.0% | +340.2% | -56.2% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling