+195.1%
FN vs FWONK
+94.8%
+100.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -5.0% |
| 7D | -4.1% | +14.0% | -18.1% | -8.5% |
| 30D | -28.3% | +15.8% | -44.2% | -31.9% |
| 3M | -33.9% | +6.0% | -39.9% | -35.5% |
| 6M | -43.9% | +15.3% | -59.2% | -47.3% |
| YTD | -23.4% | +10.6% | -34.0% | -27.1% |
| 1Y | -25.4% | +7.0% | -32.4% | -28.0% |
| 3Y | +107.9% | +60.6% | +47.3% | +65.3% |
| 5Y | +195.1% | +92.6% | +102.5% | +106.8% |
| All | +195.1% | +94.8% | +100.2% | +106.8% |
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 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