+73.5%
FWONK vs FGI
-70.4%
+143.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -1.6% |
| 7D | -6.2% | +0.5% | -6.7% | -6.2% |
| 30D | -0.6% | +65.4% | -66.0% | -2.2% |
| 3M | +11.1% | +23.5% | -12.4% | +9.7% |
| 6M | +11.7% | +60.5% | -48.8% | +8.6% |
| YTD | -3.1% | +30.0% | -33.1% | -5.4% |
| 1Y | -4.2% | +82.1% | -86.2% | -9.1% |
| 3Y | +38.3% | -4.4% | +42.7% | +30.9% |
| All | +73.5% | -70.4% | +143.8% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling