+75.8%
FWONK vs FGI
-69.1%
+144.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.9% |
| 7D | -0.6% | +14.7% | -15.3% | -0.8% |
| 30D | -5.8% | +67.0% | -72.7% | -7.3% |
| 3M | +10.0% | +31.0% | -21.0% | +8.6% |
| 6M | +14.7% | +126.8% | -112.2% | +10.7% |
| YTD | -1.7% | +35.6% | -37.3% | -4.2% |
| 1Y | -4.6% | +108.9% | -113.5% | -9.8% |
| 3Y | +46.7% | -0.3% | +46.9% | +38.7% |
| All | +75.8% | -69.1% | +144.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling