+306.6%
FWONK vs VO
+229.9%
+76.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.1% |
| 30D | -5.8% | -1.9% | -3.9% | -4.1% |
| 3M | +10.0% | +3.3% | +6.8% | +6.5% |
| 6M | +14.7% | +9.7% | +5.0% | +4.6% |
| YTD | -1.7% | +12.6% | -14.3% | -12.8% |
| 1Y | -4.6% | +13.6% | -18.3% | -16.3% |
| 3Y | +46.7% | +56.8% | -10.1% | -7.4% |
| 5Y | +99.4% | +42.3% | +57.1% | +36.8% |
| 10Y | +345.6% | +199.2% | +146.4% | +44.5% |
| All | +306.6% | +229.9% | +76.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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