+43.8%
FWONK vs EXEL
+154.7%
-110.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | +0.1% | -4.9% | +5.0% | +0.4% |
| 30D | -7.7% | +11.4% | -19.1% | -8.3% |
| 3M | +5.7% | +4.9% | +0.8% | +5.3% |
| 6M | +13.5% | +34.4% | -21.0% | +11.1% |
| YTD | -3.0% | +28.0% | -31.0% | -4.7% |
| 1Y | -6.4% | +43.6% | -50.1% | -9.1% |
| 3Y | +43.8% | +155.2% | -111.4% | +40.1% |
| All | +43.8% | +154.7% | -110.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling