+1,598.4%
FN vs FWONK
+329.6%
+1,268.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -5.0% |
| 7D | -4.1% | +14.0% | -18.1% | -8.1% |
| 30D | -28.3% | +15.8% | -44.2% | -31.7% |
| 3M | -33.9% | +6.0% | -39.9% | -35.4% |
| 6M | -43.9% | +15.3% | -59.2% | -47.0% |
| YTD | -23.4% | +10.6% | -34.0% | -26.9% |
| 1Y | -25.4% | +7.0% | -32.4% | -28.1% |
| 3Y | +107.9% | +60.6% | +47.3% | +75.0% |
| 5Y | +195.1% | +92.6% | +102.5% | +132.6% |
| 10Y | +794.1% | +300.7% | +493.4% | +452.6% |
| All | +1,598.4% | +329.6% | +1,268.9% | +847.2% |
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