+317.0%
FWONK vs BTG
+159.3%
+157.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.1% | -3.8% | +3.8% | +0.4% |
| 30D | -7.7% | +3.6% | -11.4% | -8.0% |
| 3M | +5.7% | +32.0% | -26.3% | +3.2% |
| 6M | +13.5% | +3.4% | +10.1% | +12.5% |
| YTD | -3.0% | +20.8% | -23.7% | -5.2% |
| 1Y | -6.4% | +22.4% | -28.8% | -9.0% |
| 3Y | +43.8% | +91.7% | -47.9% | +33.6% |
| 5Y | +98.6% | +79.0% | +19.6% | +84.2% |
| All | +317.0% | +159.3% | +157.7% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling