+301.5%
FWONK vs WSM
+720.5%
-419.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -7.7% | -7.7% | 0.0% | -6.0% |
| 3M | +5.7% | +3.8% | +1.9% | +4.6% |
| 6M | +13.5% | +22.7% | -9.2% | +7.5% |
| YTD | -3.0% | +28.0% | -31.0% | -9.3% |
| 1Y | -6.4% | +12.7% | -19.1% | -10.2% |
| 3Y | +43.8% | +231.3% | -187.4% | -0.9% |
| 5Y | +98.6% | +177.2% | -78.6% | +36.7% |
| 10Y | +340.0% | +1,065.8% | -725.8% | +68.7% |
| All | +301.5% | +720.5% | -419.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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