+131.0%
FWONK vs ABCL
-82.1%
+213.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | 0.0% |
| 7D | +0.1% | -4.7% | +4.8% | +0.3% |
| 30D | -7.7% | +5.2% | -12.9% | -8.1% |
| 3M | +5.7% | +106.6% | -100.9% | +1.3% |
| 6M | +13.5% | +198.4% | -184.9% | +6.3% |
| YTD | -3.0% | +218.4% | -221.4% | -9.8% |
| 1Y | -6.4% | +136.2% | -142.6% | -11.9% |
| 3Y | +43.8% | +103.2% | -59.3% | +33.5% |
| 5Y | +98.6% | -42.7% | +141.2% | +91.3% |
| All | +131.0% | -82.1% | +213.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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