+298.8%
FWONK vs ARWR
+590.8%
-292.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.1% | +2.9% | -4.9% | -2.3% |
| 30D | -7.7% | -2.9% | -4.8% | -7.5% |
| 3M | +9.3% | +15.2% | -5.9% | +7.4% |
| 6M | +13.3% | +42.3% | -28.9% | +8.8% |
| YTD | -3.6% | +28.2% | -31.8% | -6.8% |
| 1Y | -6.8% | +213.2% | -220.0% | -18.2% |
| 3Y | +43.9% | +184.6% | -140.8% | +21.8% |
| 5Y | +94.4% | +29.2% | +65.2% | +72.3% |
| 10Y | +353.8% | +1,012.5% | -658.7% | +217.2% |
| All | +298.8% | +590.8% | -292.0% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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