+300.9%
FWONK vs EXEL
+1,574.3%
-1,273.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -1.5% | -2.9% | +1.3% | -1.2% |
| 30D | -6.8% | +11.9% | -18.7% | -8.1% |
| 3M | +7.7% | +9.2% | -1.5% | +6.3% |
| 6M | +11.0% | +39.1% | -28.1% | +6.0% |
| YTD | -3.1% | +31.0% | -34.1% | -6.9% |
| 1Y | -3.5% | +52.3% | -55.8% | -9.3% |
| 3Y | +44.6% | +159.7% | -115.1% | +24.7% |
| 5Y | +98.3% | +187.7% | -89.5% | +67.0% |
| 10Y | +339.3% | +379.4% | -40.1% | +247.3% |
| All | +300.9% | +1,574.3% | -1,273.5% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling