+167.1%
FWONK vs ALC
+16.1%
+150.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | +0.1% | -6.3% | +6.4% | +2.7% |
| 30D | -7.7% | -10.3% | +2.5% | -3.7% |
| 3M | +5.7% | -0.7% | +6.4% | +5.6% |
| 6M | +13.5% | -17.8% | +31.3% | +21.7% |
| YTD | -3.0% | -15.8% | +12.8% | +2.7% |
| 1Y | -6.4% | -16.7% | +10.3% | -0.8% |
| 3Y | +43.8% | -19.7% | +63.6% | +50.2% |
| 5Y | +98.6% | -19.8% | +118.4% | +102.7% |
| All | +167.1% | +16.1% | +150.9% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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