+1,287.8%
FLEX vs FWONK
+274.4%
+1,013.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +7.0% | -2.1% | +9.0% | +7.9% |
| 30D | -5.8% | -7.7% | +1.9% | -2.6% |
| 3M | -24.2% | +9.3% | -33.5% | -28.1% |
| 6M | +90.8% | +13.3% | +77.5% | +77.7% |
| YTD | +89.2% | -3.6% | +92.8% | +89.1% |
| 1Y | +104.7% | -6.8% | +111.5% | +106.7% |
| 3Y | +478.1% | +43.9% | +434.2% | +369.6% |
| 5Y | +726.2% | +94.4% | +631.8% | +473.1% |
| 10Y | +1,060.6% | +353.8% | +706.8% | +461.4% |
| All | +1,287.8% | +274.4% | +1,013.4% | +534.8% |
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