+38.0%
GEV vs FWONK
+7.3%
+30.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +7.7% | -15.2% | -6.1% |
| 7D | -13.2% | +15.0% | -28.2% | -11.5% |
| 30D | -25.1% | +11.5% | -36.6% | -23.7% |
| 3M | -24.3% | +10.9% | -35.2% | -22.8% |
| 6M | -29.6% | +21.9% | -51.4% | -28.8% |
| YTD | +18.2% | +8.1% | +10.0% | +19.7% |
| 1Y | +38.0% | +5.0% | +33.0% | +45.0% |
| All | +38.0% | +7.3% | +30.7% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling