+298.8%
FWONK vs COO
+87.3%
+211.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | -7.7% | -8.8% | +1.1% | -4.3% |
| 3M | +9.3% | +1.3% | +8.0% | +8.3% |
| 6M | +13.3% | -11.6% | +24.9% | +18.2% |
| YTD | -3.6% | -17.4% | +13.8% | +3.1% |
| 1Y | -6.8% | -1.6% | -5.2% | -7.8% |
| 3Y | +43.9% | -22.6% | +66.5% | +50.3% |
| 5Y | +94.4% | -40.3% | +134.8% | +126.3% |
| 10Y | +353.8% | +45.2% | +308.6% | +252.1% |
| All | +298.8% | +87.3% | +211.6% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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