+2,166.4%
FIX vs FWONK
+98.5%
+2,068.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.6% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | -3.5% | -5.8% | +2.3% | -1.9% |
| 3M | -11.8% | +10.0% | -21.8% | -15.3% |
| 6M | +17.8% | +14.7% | +3.1% | +10.9% |
| YTD | +73.3% | -1.7% | +75.0% | +72.1% |
| 1Y | +128.1% | -4.6% | +132.7% | +128.1% |
| 3Y | +772.7% | +46.7% | +726.0% | +633.8% |
| 5Y | +2,166.4% | +99.4% | +2,067.0% | +1,429.9% |
| All | +2,166.4% | +98.5% | +2,068.0% | +1,429.9% |
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