+317.0%
FWONK vs DTE
+137.8%
+179.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | -7.7% | -4.4% | -3.3% | -5.7% |
| 3M | +5.7% | -8.3% | +14.1% | +10.2% |
| 6M | +13.5% | -8.1% | +21.5% | +17.8% |
| YTD | -3.0% | +4.4% | -7.4% | -6.0% |
| 1Y | -6.4% | +0.2% | -6.6% | -7.5% |
| 3Y | +43.8% | +42.6% | +1.2% | +13.9% |
| 5Y | +98.6% | +31.5% | +67.1% | +60.9% |
| All | +317.0% | +137.8% | +179.2% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling