-6.4%
FWONK vs ALC
-14.7%
+8.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +0.1% | -6.3% | +6.4% | +0.9% |
| 30D | -7.7% | -10.3% | +2.5% | -6.5% |
| 3M | +5.7% | -0.7% | +6.4% | +5.9% |
| 6M | +13.5% | -17.8% | +31.3% | +17.3% |
| YTD | -3.0% | -15.8% | +12.8% | 0.0% |
| 1Y | -6.4% | -16.7% | +10.3% | -2.5% |
| All | -6.4% | -14.7% | +8.3% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling