+458.5%
FSLR vs FWONK
+340.2%
+118.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | -7.8% | -7.7% | -0.1% | -5.3% |
| 3M | -22.9% | +5.7% | -28.6% | -24.7% |
| 6M | +4.4% | +13.5% | -9.1% | -0.9% |
| YTD | -20.0% | -3.0% | -17.0% | -19.9% |
| 1Y | +2.8% | -6.4% | +9.2% | +4.1% |
| 3Y | +16.5% | +43.8% | -27.3% | -1.0% |
| 5Y | +110.3% | +98.6% | +11.7% | +57.2% |
| All | +458.5% | +340.2% | +118.3% | +270.1% |
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