-6.4%
FWONK vs ALM
+247.3%
-253.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.2% |
| 7D | +0.1% | -11.8% | +11.9% | +0.2% |
| 30D | -7.7% | +7.8% | -15.5% | -7.8% |
| 3M | +5.7% | -9.3% | +15.0% | +5.8% |
| 6M | +13.5% | -30.5% | +43.9% | +13.6% |
| YTD | -3.0% | +75.8% | -78.8% | -6.2% |
| 1Y | -6.4% | +241.2% | -247.6% | -10.1% |
| All | -6.4% | +247.3% | -253.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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