+165.3%
FWONK vs ALC
+21.6%
+143.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -2.1% | -3.7% | +1.6% | -0.6% |
| 30D | -7.7% | -3.7% | -3.9% | -6.3% |
| 3M | +9.3% | +4.6% | +4.7% | +6.9% |
| 6M | +13.3% | -14.6% | +27.9% | +19.7% |
| YTD | -3.6% | -11.9% | +8.3% | +0.2% |
| 1Y | -6.8% | -13.1% | +6.4% | -2.8% |
| 3Y | +43.9% | -15.0% | +58.9% | +46.7% |
| 5Y | +94.4% | -16.2% | +110.6% | +95.1% |
| All | +165.3% | +21.6% | +143.7% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling