+11.4%
FPS vs FWONK
+8.4%
+3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +2.9% |
| 7D | +10.4% | -2.1% | +12.4% | +9.7% |
| 30D | -16.5% | -7.7% | -8.9% | -18.7% |
| 3M | -45.5% | +9.3% | -54.8% | -45.2% |
| 6M | +2.1% | +13.3% | -11.3% | +1.9% |
| All | +11.4% | +8.4% | +3.0% | +9.6% |
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