+174.8%
FWONK vs TW
+206.7%
-31.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +1.6% |
| 30D | -7.7% | -2.3% | -5.5% | -7.1% |
| 3M | +5.7% | +2.6% | +3.1% | +4.2% |
| 6M | +13.5% | -17.5% | +31.0% | +20.0% |
| YTD | -3.0% | -5.3% | +2.3% | -2.6% |
| 1Y | -6.4% | -14.8% | +8.4% | -2.8% |
| 3Y | +43.8% | +18.8% | +25.0% | +28.9% |
| 5Y | +98.6% | +20.7% | +77.8% | +71.8% |
| All | +174.8% | +206.7% | -31.9% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling