+300.9%
FWONK vs USFR
+27.8%
+273.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | +7.7% | +1.0% | +6.7% | +6.9% |
| 6M | +11.0% | +1.9% | +9.0% | +9.4% |
| YTD | -3.1% | +2.7% | -5.8% | -5.0% |
| 1Y | -3.5% | +4.0% | -7.5% | -6.3% |
| 3Y | +44.6% | +14.1% | +30.5% | +31.3% |
| 5Y | +98.3% | +20.5% | +77.8% | +72.9% |
| 10Y | +339.3% | +28.0% | +311.3% | +274.3% |
| All | +300.9% | +27.8% | +273.0% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling