+301.5%
FWONK vs MKTX
+262.5%
+39.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -7.7% | +0.7% | -8.5% | -7.9% |
| 3M | +5.7% | +40.8% | -35.1% | -2.7% |
| 6M | +13.5% | -8.0% | +21.5% | +14.6% |
| YTD | -3.0% | -8.7% | +5.8% | -1.9% |
| 1Y | -6.4% | -11.8% | +5.4% | -4.8% |
| 3Y | +43.8% | -24.0% | +67.9% | +46.3% |
| 5Y | +98.6% | -60.3% | +158.9% | +133.0% |
| 10Y | +340.0% | +5.0% | +335.0% | +262.6% |
| All | +301.5% | +262.5% | +39.0% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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