+46.2%
FND vs FWONK
+183.3%
-137.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | -5.1% | -1.5% | -3.5% | -4.4% |
| 30D | -22.5% | -6.8% | -15.8% | -19.8% |
| 3M | -5.0% | +7.7% | -12.7% | -8.5% |
| 6M | -21.5% | +11.0% | -32.5% | -25.6% |
| YTD | -23.0% | -3.1% | -19.9% | -22.5% |
| 1Y | -44.9% | -3.5% | -41.4% | -44.7% |
| 3Y | -50.0% | +44.6% | -94.6% | -60.4% |
| 5Y | -63.3% | +98.3% | -161.6% | -75.9% |
| All | +46.2% | +183.3% | -137.1% | -26.4% |
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