+350.4%
FWONA vs SPY
+550.4%
-199.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -3.0% | -2.0% | -1.0% | -1.2% |
| 30D | -6.9% | -1.7% | -5.3% | -5.5% |
| 3M | +6.5% | +4.7% | +1.7% | +1.7% |
| 6M | +11.6% | +12.5% | -0.9% | -0.6% |
| YTD | -2.7% | +11.7% | -14.4% | -12.9% |
| 1Y | -2.9% | +17.5% | -20.4% | -17.4% |
| 3Y | +47.7% | +76.6% | -28.8% | -16.5% |
| 5Y | +100.0% | +82.0% | +18.0% | +8.3% |
| 10Y | +299.6% | +317.1% | -17.6% | -4.5% |
| All | +350.4% | +550.4% | -199.9% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling