+317.0%
FWONK vs FIVE
+491.7%
-174.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +0.1% | -3.0% | +3.1% | +0.7% |
| 30D | -7.7% | +2.7% | -10.4% | -8.4% |
| 3M | +5.7% | +21.1% | -15.4% | +1.0% |
| 6M | +13.5% | +11.9% | +1.5% | +9.4% |
| YTD | -3.0% | +29.9% | -32.8% | -9.7% |
| 1Y | -6.4% | +67.8% | -74.2% | -18.4% |
| 3Y | +43.8% | +52.8% | -8.9% | +20.8% |
| 5Y | +98.6% | +31.3% | +67.3% | +66.8% |
| All | +317.0% | +491.7% | -174.7% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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