+301.5%
FWONK vs NWSA
+85.9%
+215.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.1% | -2.8% | +2.9% | +1.3% |
| 30D | -7.7% | +3.0% | -10.8% | -9.0% |
| 3M | +5.7% | +12.3% | -6.6% | +0.2% |
| 6M | +13.5% | +21.9% | -8.4% | +3.6% |
| YTD | -3.0% | +13.6% | -16.5% | -9.2% |
| 1Y | -6.4% | +0.5% | -6.9% | -7.9% |
| 3Y | +43.8% | +43.8% | +0.1% | +18.7% |
| 5Y | +98.6% | +41.2% | +57.4% | +59.8% |
| 10Y | +340.0% | +148.6% | +191.4% | +140.7% |
| All | +301.5% | +85.9% | +215.6% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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