+43.6%
FWONK vs ALC
-18.5%
+62.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.8% |
| 7D | -1.5% | -7.7% | +6.1% | +0.1% |
| 30D | -6.8% | -11.7% | +4.9% | -4.4% |
| 3M | +7.7% | +0.7% | +7.0% | +7.4% |
| 6M | +11.0% | -17.1% | +28.0% | +15.3% |
| YTD | -3.1% | -15.1% | +12.0% | 0.0% |
| 1Y | -3.5% | -14.1% | +10.6% | -0.8% |
| All | +43.6% | -18.5% | +62.1% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling