+202.3%
GM vs FWONK
+276.9%
-74.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | -7.7% | +6.6% | +1.7% |
| 3M | +6.1% | +5.7% | +0.4% | +3.5% |
| 6M | +15.0% | +13.5% | +1.5% | +8.9% |
| YTD | +6.0% | -3.0% | +8.9% | +6.0% |
| 1Y | +47.1% | -6.4% | +53.5% | +48.5% |
| 3Y | +170.5% | +43.8% | +126.7% | +126.8% |
| 5Y | +80.5% | +98.6% | -18.1% | +32.9% |
| 10Y | +238.7% | +340.0% | -101.3% | +90.1% |
| All | +202.3% | +276.9% | -74.6% | +64.4% |
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