+317.0%
FWONK vs BWA
+156.8%
+160.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -7.7% | -2.9% | -4.8% | -7.1% |
| 3M | +5.7% | -10.7% | +16.4% | +8.7% |
| 6M | +13.5% | +26.5% | -13.0% | +3.6% |
| YTD | -3.0% | +49.1% | -52.1% | -17.4% |
| 1Y | -6.4% | +52.1% | -58.5% | -21.1% |
| 3Y | +43.8% | +72.6% | -28.7% | +12.6% |
| 5Y | +98.6% | +89.4% | +9.2% | +44.8% |
| All | +317.0% | +156.8% | +160.2% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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