+1,885.4%
FN vs FWONK
+276.6%
+1,608.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.6% |
| 7D | -1.7% | -6.2% | +4.5% | +0.2% |
| 30D | -22.0% | -0.6% | -21.4% | -22.0% |
| 3M | -43.0% | +11.1% | -54.1% | -45.2% |
| 6M | -27.7% | +11.7% | -39.5% | -30.9% |
| YTD | -10.5% | -3.1% | -7.5% | -10.8% |
| 1Y | +12.5% | -4.2% | +16.7% | +12.3% |
| 3Y | +153.8% | +38.3% | +115.5% | +123.7% |
| 5Y | +288.0% | +92.2% | +195.8% | +208.2% |
| 10Y | +906.4% | +355.4% | +551.0% | +514.1% |
| All | +1,885.4% | +276.6% | +1,608.8% | +1,056.7% |
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