+317.0%
FWONK vs USFR
+28.1%
+288.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | -0.3% |
| 30D | -7.7% | +0.4% | -8.1% | -8.7% |
| 3M | +5.7% | +1.0% | +4.7% | +2.6% |
| 6M | +13.5% | +2.0% | +11.5% | +7.2% |
| YTD | -3.0% | +2.8% | -5.7% | -10.2% |
| 1Y | -6.4% | +4.1% | -10.5% | -16.6% |
| 3Y | +43.8% | +14.1% | +29.7% | -1.0% |
| 5Y | +98.6% | +20.6% | +78.0% | +15.8% |
| All | +317.0% | +28.1% | +288.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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