+99.4%
FWONK vs NTRS
+93.2%
+6.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -7.7% | -0.7% | -7.1% | -7.6% |
| 3M | +5.7% | +11.3% | -5.6% | +2.8% |
| 6M | +13.5% | +35.5% | -22.1% | +4.6% |
| YTD | -3.0% | +40.6% | -43.6% | -11.9% |
| 1Y | -6.4% | +49.2% | -55.6% | -16.5% |
| 3Y | +43.8% | +167.2% | -123.4% | +7.0% |
| All | +99.4% | +93.2% | +6.2% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling