+99.4%
FWONK vs BWA
+87.2%
+12.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -7.7% | -2.9% | -4.8% | -7.3% |
| 3M | +5.7% | -10.7% | +16.4% | +7.8% |
| 6M | +13.5% | +26.5% | -13.0% | +6.4% |
| YTD | -3.0% | +49.1% | -52.1% | -13.6% |
| 1Y | -6.4% | +52.1% | -58.5% | -17.3% |
| 3Y | +43.8% | +72.6% | -28.7% | +20.8% |
| All | +99.4% | +87.2% | +12.2% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling