+174.4%
FWONK vs TW
+209.8%
-35.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.5% | -2.7% | +1.2% | -0.7% |
| 30D | -6.8% | -1.7% | -5.0% | -6.3% |
| 3M | +7.7% | +1.6% | +6.1% | +6.5% |
| 6M | +11.0% | -17.7% | +28.7% | +17.5% |
| YTD | -3.1% | -4.3% | +1.2% | -3.1% |
| 1Y | -3.5% | -13.1% | +9.6% | -0.4% |
| 3Y | +44.6% | +20.3% | +24.3% | +29.0% |
| 5Y | +98.3% | +22.0% | +76.3% | +71.0% |
| All | +174.4% | +209.8% | -35.5% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling