+129.1%
FWONK vs ALHC
-33.8%
+162.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | +0.1% | -6.9% | +7.0% | +0.5% |
| 30D | -7.7% | -6.7% | -1.0% | -7.4% |
| 3M | +5.7% | -37.7% | +43.4% | +8.0% |
| 6M | +13.5% | -30.0% | +43.4% | +14.8% |
| YTD | -3.0% | -36.2% | +33.2% | -1.5% |
| 1Y | -6.4% | -22.9% | +16.5% | -6.0% |
| 3Y | +43.8% | +138.4% | -94.5% | +31.8% |
| 5Y | +98.6% | -32.8% | +131.4% | +89.4% |
| All | +129.1% | -33.8% | +162.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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