+301.5%
FWONK vs GWRE
+265.6%
+35.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +0.1% | -13.2% | +13.3% | +3.8% |
| 30D | -7.7% | -18.6% | +10.8% | -3.7% |
| 3M | +5.7% | +18.9% | -13.2% | -1.4% |
| 6M | +13.5% | -11.0% | +24.4% | +12.7% |
| YTD | -3.0% | -29.9% | +26.9% | +2.7% |
| 1Y | -6.4% | -44.3% | +37.9% | +5.8% |
| 3Y | +43.8% | +51.7% | -7.8% | +10.2% |
| 5Y | +98.6% | +15.4% | +83.1% | +63.0% |
| 10Y | +340.0% | +129.4% | +210.6% | +174.7% |
| All | +301.5% | +265.6% | +35.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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