-3.5%
FSLY vs FWONK
+161.6%
-165.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | -18.8% | -7.7% | -11.1% | -15.5% |
| 3M | +22.7% | +5.7% | +17.0% | +18.0% |
| 6M | -3.7% | +13.5% | -17.2% | -13.3% |
| YTD | +127.5% | -3.0% | +130.5% | +123.6% |
| 1Y | +193.5% | -6.4% | +199.9% | +194.3% |
| 3Y | -1.3% | +43.8% | -45.2% | -23.7% |
| 5Y | -47.3% | +98.6% | -145.9% | -64.3% |
| All | -3.5% | +161.6% | -165.0% | -47.7% |
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