+926.5%
GLW vs FWONK
+274.4%
+652.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +7.7% |
| 7D | +14.0% | -2.1% | +16.1% | +14.7% |
| 30D | +0.4% | -7.7% | +8.0% | +2.8% |
| 3M | -11.3% | +9.3% | -20.6% | -14.7% |
| 6M | +35.1% | +13.3% | +21.7% | +28.1% |
| YTD | +90.5% | -3.6% | +94.2% | +90.5% |
| 1Y | +132.0% | -6.8% | +138.8% | +134.0% |
| 3Y | +463.3% | +43.9% | +419.5% | +381.4% |
| 5Y | +382.5% | +94.4% | +288.1% | +264.8% |
| 10Y | +837.6% | +353.8% | +483.8% | +426.5% |
| All | +926.5% | +274.4% | +652.1% | +467.7% |
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