+298.8%
FWONK vs FIVE
+566.0%
-267.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.1% | +3.7% | -5.7% | -2.8% |
| 30D | -7.7% | +4.0% | -11.7% | -8.6% |
| 3M | +9.3% | +36.2% | -26.9% | +2.1% |
| 6M | +13.3% | +18.0% | -4.7% | +8.3% |
| YTD | -3.6% | +34.9% | -38.5% | -10.7% |
| 1Y | -6.8% | +67.9% | -74.7% | -18.0% |
| 3Y | +43.9% | +57.3% | -13.5% | +21.2% |
| 5Y | +94.4% | +39.5% | +54.9% | +62.6% |
| 10Y | +353.8% | +496.4% | -142.6% | +172.7% |
| All | +298.8% | +566.0% | -267.2% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling