+262.3%
FWONK vs RACE
+640.3%
-378.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.1% | -1.0% | -1.0% | -1.7% |
| 30D | -7.7% | -1.5% | -6.1% | -7.2% |
| 3M | +9.3% | +15.5% | -6.2% | +2.8% |
| 6M | +13.3% | +17.3% | -3.9% | +5.4% |
| YTD | -3.6% | +11.1% | -14.7% | -9.0% |
| 1Y | -6.8% | -14.3% | +7.5% | -3.1% |
| 3Y | +43.9% | +40.2% | +3.7% | +15.0% |
| 5Y | +94.4% | +92.6% | +1.9% | +30.7% |
| 10Y | +353.8% | +786.6% | -432.8% | +84.7% |
| All | +262.3% | +640.3% | -378.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling