+300.9%
FWONK vs BWA
+34.1%
+266.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -1.5% | -0.1% | -1.5% | -1.6% |
| 30D | -6.8% | -5.5% | -1.3% | -5.4% |
| 3M | +7.7% | -7.6% | +15.3% | +9.6% |
| 6M | +11.0% | +25.0% | -14.0% | +1.7% |
| YTD | -3.1% | +47.0% | -50.1% | -17.1% |
| 1Y | -3.5% | +54.0% | -57.5% | -18.9% |
| 3Y | +44.6% | +70.7% | -26.1% | +13.7% |
| 5Y | +98.3% | +86.7% | +11.6% | +46.0% |
| 10Y | +339.3% | +154.0% | +185.3% | +157.5% |
| All | +300.9% | +34.1% | +266.8% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling