+98.3%
FWONK vs RACE
+90.9%
+7.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | +7.7% | +17.9% | -10.2% | +2.4% |
| 6M | +11.0% | +19.3% | -8.3% | +4.7% |
| YTD | -3.1% | +11.9% | -15.0% | -7.2% |
| 1Y | -3.5% | -12.7% | +9.3% | -0.9% |
| 3Y | +44.6% | +41.1% | +3.5% | +17.6% |
| 5Y | +98.3% | +94.1% | +4.2% | +33.0% |
| All | +98.3% | +90.9% | +7.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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