+301.5%
FWONK vs BG
+124.2%
+177.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.7% |
| 30D | -7.7% | +10.2% | -18.0% | -10.2% |
| 3M | +5.7% | -1.7% | +7.4% | +5.6% |
| 6M | +13.5% | +1.0% | +12.5% | +12.1% |
| YTD | -3.0% | +39.9% | -42.9% | -12.6% |
| 1Y | -6.4% | +53.2% | -59.6% | -18.2% |
| 3Y | +43.8% | +16.3% | +27.6% | +33.6% |
| 5Y | +98.6% | +83.9% | +14.7% | +54.1% |
| 10Y | +340.0% | +165.1% | +174.9% | +170.6% |
| All | +301.5% | +124.2% | +177.3% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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