-4.2%
FWONK vs NTRS
+47.2%
-51.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.2% | +0.4% | -6.6% | -6.2% |
| 30D | -0.6% | +1.7% | -2.3% | -0.6% |
| 3M | +11.1% | +8.9% | +2.2% | +11.2% |
| 6M | +11.7% | +30.6% | -18.9% | +10.9% |
| YTD | -3.1% | +38.7% | -41.7% | -5.7% |
| 1Y | -4.2% | +48.1% | -52.3% | -8.3% |
| All | -4.2% | +47.2% | -51.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling