+9.7%
FPS vs FWONK
+9.1%
+0.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.2% | +8.8% | +9.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | -16.9% | -7.7% | -9.1% | -19.0% |
| 3M | -45.3% | +5.7% | -51.1% | -45.0% |
| 6M | -10.3% | +13.5% | -23.8% | -10.5% |
| All | +9.7% | +9.1% | +0.6% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling