+43.8%
FWONK vs USFR
+14.1%
+29.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | -0.4% |
| 30D | -7.7% | +0.4% | -8.1% | -8.9% |
| 3M | +5.7% | +1.0% | +4.7% | +2.1% |
| 6M | +13.5% | +2.0% | +11.5% | +6.7% |
| YTD | -3.0% | +2.8% | -5.7% | -10.7% |
| 1Y | -6.4% | +4.1% | -10.5% | -17.0% |
| 3Y | +43.8% | +14.1% | +29.7% | +18.0% |
| All | +43.8% | +14.1% | +29.7% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling