-22.6%
FLR vs FWONK
+276.3%
-298.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.6% |
| 7D | -6.9% | -1.5% | -5.3% | -6.1% |
| 30D | +1.1% | -6.8% | +7.9% | +4.6% |
| 3M | +14.3% | +7.7% | +6.6% | +8.8% |
| 6M | +19.1% | +11.0% | +8.1% | +10.4% |
| YTD | +35.1% | -3.1% | +38.2% | +34.4% |
| 1Y | +29.5% | -3.5% | +32.9% | +28.5% |
| 3Y | +53.0% | +44.6% | +8.4% | +18.9% |
| 5Y | +238.9% | +98.3% | +140.7% | +113.9% |
| 10Y | +17.4% | +339.3% | -321.9% | -50.6% |
| All | -22.6% | +276.3% | -298.9% | -69.5% |
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