+66.7%
FITB vs FWONK
+97.7%
-31.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +3.2% | +5.7% | -2.6% | +1.0% |
| 6M | +23.4% | +13.5% | +9.9% | +17.5% |
| YTD | +18.8% | -3.0% | +21.8% | +19.0% |
| 1Y | +25.0% | -6.4% | +31.4% | +26.6% |
| 3Y | +131.2% | +43.8% | +87.4% | +97.8% |
| All | +66.7% | +97.7% | -31.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling