+100.2%
FWONA vs SPY
+82.3%
+17.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.6% |
| 7D | -1.5% | -0.8% | -0.8% | -1.0% |
| 30D | -8.1% | -1.1% | -7.0% | -7.4% |
| 3M | +4.5% | +3.9% | +0.6% | +1.4% |
| 6M | +14.4% | +13.6% | +0.8% | +3.8% |
| YTD | -2.6% | +12.7% | -15.3% | -11.3% |
| 1Y | -5.8% | +17.5% | -23.3% | -17.1% |
| 3Y | +47.0% | +76.9% | -29.9% | -6.5% |
| All | +100.2% | +82.3% | +17.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling