+14.7%
FWONK vs URA
-1.7%
+16.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.0% |
| 7D | -0.6% | +5.7% | -6.3% | -0.9% |
| 30D | -5.8% | +5.6% | -11.4% | -6.1% |
| 3M | +10.0% | +6.2% | +3.8% | +10.0% |
| 6M | +14.7% | -8.2% | +22.9% | +14.5% |
| All | +14.7% | -1.7% | +16.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 6mo: compounded portfolio wealth divided by compounded URA 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…
6mo analysis · Full analysis span regression · 6 months rolling