+317.0%
FWONK vs FDS
+64.8%
+252.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.1% | -14.0% | +14.1% | +5.5% |
| 30D | -7.7% | -6.2% | -1.5% | -5.9% |
| 3M | +5.7% | +10.2% | -4.4% | +0.9% |
| 6M | +13.5% | +27.4% | -14.0% | +0.8% |
| YTD | -3.0% | -9.3% | +6.3% | -2.2% |
| 1Y | -6.4% | -28.6% | +22.2% | +3.8% |
| 3Y | +43.8% | -36.8% | +80.6% | +65.8% |
| 5Y | +98.6% | -28.6% | +127.2% | +110.6% |
| All | +317.0% | +64.8% | +252.2% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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