+301.5%
FWONK vs BR
+412.2%
-110.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.4% |
| 30D | -7.7% | -0.3% | -7.4% | -7.7% |
| 3M | +5.7% | +17.3% | -11.6% | -2.0% |
| 6M | +13.5% | -6.7% | +20.2% | +15.8% |
| YTD | -3.0% | -23.4% | +20.5% | +7.9% |
| 1Y | -6.4% | -32.7% | +26.3% | +10.4% |
| 3Y | +43.8% | -5.9% | +49.7% | +41.6% |
| 5Y | +98.6% | +8.4% | +90.1% | +77.4% |
| 10Y | +340.0% | +189.2% | +150.8% | +127.4% |
| All | +301.5% | +412.2% | -110.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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