+14.7%
FWONK vs FDS
+25.7%
-11.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.4% |
| 7D | -0.6% | -8.8% | +8.2% | +0.6% |
| 30D | -5.8% | -1.4% | -4.4% | -5.6% |
| 3M | +10.0% | +13.9% | -3.8% | +8.0% |
| 6M | +14.7% | +27.4% | -12.7% | +10.9% |
| All | +14.7% | +25.7% | -11.0% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling