+317.0%
FWONK vs DVA
+187.8%
+129.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -7.7% | 0.0% | -7.8% | -7.8% |
| 3M | +5.7% | -10.9% | +16.6% | +7.5% |
| 6M | +13.5% | +17.3% | -3.8% | +9.0% |
| YTD | -3.0% | +59.8% | -62.8% | -12.6% |
| 1Y | -6.4% | +36.3% | -42.7% | -13.2% |
| 3Y | +43.8% | +88.6% | -44.8% | +21.0% |
| 5Y | +98.6% | +47.5% | +51.0% | +72.9% |
| All | +317.0% | +187.8% | +129.2% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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