+64.6%
FWONK vs FIVE
+40.0%
+24.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.5% | +2.7% | -0.1% | +2.3% |
| 30D | +20.0% | +12.7% | +7.3% | +18.7% |
| 3M | +5.2% | +2.1% | +3.1% | +4.9% |
| 6M | +18.7% | +17.5% | +1.2% | +16.9% |
| YTD | +10.7% | +31.0% | -20.3% | +7.9% |
| 1Y | +8.2% | +67.7% | -59.5% | +3.4% |
| 3Y | +64.6% | +43.4% | +21.2% | +51.3% |
| All | +64.6% | +40.0% | +24.6% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling