+306.6%
FWONK vs DAR
+223.6%
+82.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -5.8% | +7.4% | -13.2% | -7.5% |
| 3M | +10.0% | +15.7% | -5.6% | +5.8% |
| 6M | +14.7% | +30.0% | -15.4% | +7.0% |
| YTD | -1.7% | +87.5% | -89.3% | -16.1% |
| 1Y | -4.6% | +113.4% | -118.0% | -21.6% |
| 3Y | +46.7% | +15.3% | +31.4% | +35.4% |
| 5Y | +99.4% | -4.3% | +103.7% | +85.8% |
| 10Y | +345.6% | +380.2% | -34.6% | +144.1% |
| All | +306.6% | +223.6% | +82.9% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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