+306.6%
FWONK vs FDS
+162.8%
+143.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.2% |
| 7D | -0.6% | -8.8% | +8.2% | +2.8% |
| 30D | -5.8% | -1.4% | -4.4% | -5.5% |
| 3M | +10.0% | +13.9% | -3.8% | +3.5% |
| 6M | +14.7% | +27.4% | -12.7% | +1.5% |
| YTD | -1.7% | -2.5% | +0.7% | -3.7% |
| 1Y | -4.6% | -23.8% | +19.2% | +3.4% |
| 3Y | +46.7% | -32.5% | +79.2% | +65.3% |
| 5Y | +99.4% | -23.2% | +122.6% | +105.8% |
| 10Y | +345.6% | +76.4% | +269.2% | +193.0% |
| All | +306.6% | +162.8% | +143.8% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling