+316.0%
FWONK vs RACE
+649.8%
-333.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +2.5% | -1.2% | +3.8% | +3.0% |
| 30D | +20.0% | +6.1% | +13.8% | +17.1% |
| 3M | +5.2% | -0.3% | +5.4% | +5.0% |
| 6M | +18.7% | +23.4% | -4.7% | +8.1% |
| YTD | +10.7% | +12.5% | -1.8% | +3.8% |
| 1Y | +8.2% | -0.5% | +8.7% | +6.6% |
| 3Y | +64.6% | +23.6% | +40.9% | +39.7% |
| 5Y | +92.5% | +65.4% | +27.1% | +39.2% |
| 10Y | +285.3% | +715.5% | -430.2% | +59.4% |
| All | +316.0% | +649.8% | -333.7% | +64.5% |
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