+206.5%
GE vs FWONK
+276.3%
-69.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.3% |
| 30D | -11.9% | -6.8% | -5.2% | -9.9% |
| 3M | +1.8% | +7.7% | -5.9% | -1.3% |
| 6M | -0.6% | +11.0% | -11.6% | -4.9% |
| YTD | +5.5% | -3.1% | +8.6% | +5.8% |
| 1Y | +15.0% | -3.5% | +18.4% | +15.1% |
| 3Y | +269.5% | +44.6% | +224.9% | +213.9% |
| 5Y | +422.4% | +98.3% | +324.2% | +289.6% |
| 10Y | +151.0% | +339.3% | -188.3% | +45.6% |
| All | +206.5% | +276.3% | -69.8% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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