+98.3%
FWONK vs ALHC
-31.9%
+130.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -1.5% | -5.8% | +4.2% | -1.2% |
| 30D | -6.8% | -3.3% | -3.4% | -6.6% |
| 3M | +7.7% | -37.9% | +45.6% | +10.2% |
| 6M | +11.0% | -29.5% | +40.5% | +12.3% |
| YTD | -3.1% | -35.4% | +32.3% | -1.6% |
| 1Y | -3.5% | -22.4% | +19.0% | -3.1% |
| 3Y | +44.6% | +146.3% | -101.7% | +31.0% |
| 5Y | +98.3% | -32.0% | +130.2% | +92.5% |
| All | +98.3% | -31.9% | +130.1% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling