+99.4%
FWONK vs XPO
+261.3%
-161.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -5.7% | +5.7% | +1.0% |
| 30D | -7.7% | -12.8% | +5.1% | -5.7% |
| 3M | +5.7% | -20.0% | +25.7% | +9.4% |
| 6M | +13.5% | -6.0% | +19.5% | +13.8% |
| YTD | -3.0% | +34.0% | -37.0% | -9.3% |
| 1Y | -6.4% | +35.6% | -42.0% | -13.1% |
| 3Y | +43.8% | +152.3% | -108.5% | +13.8% |
| All | +99.4% | +261.3% | -161.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling