+296.4%
FN vs FWONK
+92.3%
+204.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | -26.0% | -7.7% | -18.3% | -24.0% |
| 3M | -33.3% | +9.3% | -42.6% | -36.1% |
| 6M | -14.9% | +13.3% | -28.3% | -20.2% |
| YTD | -8.6% | -3.6% | -4.9% | -8.6% |
| 1Y | +12.3% | -6.8% | +19.1% | +13.5% |
| 3Y | +174.4% | +43.9% | +130.5% | +124.8% |
| 5Y | +296.4% | +94.4% | +202.0% | +157.0% |
| All | +296.4% | +92.3% | +204.1% | +157.0% |
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