+99.4%
FWONK vs SPY
+82.3%
+17.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.6% |
| 30D | -7.7% | -1.1% | -6.7% | -7.1% |
| 3M | +5.7% | +3.9% | +1.9% | +2.7% |
| 6M | +13.5% | +13.6% | -0.1% | +3.2% |
| YTD | -3.0% | +12.7% | -15.6% | -11.3% |
| 1Y | -6.4% | +17.5% | -23.9% | -17.3% |
| 3Y | +43.8% | +76.9% | -33.1% | -8.3% |
| All | +99.4% | +82.3% | +17.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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