-1.8%
FWONK vs DTE
+5.6%
-7.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +8.9% | +4.2% | +4.7% | +8.2% |
| 30D | +4.1% | +10.0% | -5.9% | +2.8% |
| 3M | +2.6% | -2.1% | +4.7% | +2.8% |
| 6M | +12.2% | -4.7% | +16.9% | +12.9% |
| YTD | +0.4% | +9.3% | -8.9% | -1.8% |
| 1Y | -1.8% | +6.6% | -8.4% | -3.6% |
| All | -1.8% | +5.6% | -7.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling