+1,089.2%
GOOG vs FWONK
+276.9%
+812.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -2.0% | -7.7% | +5.8% | +0.4% |
| 3M | -5.9% | +5.7% | -11.6% | -7.7% |
| 6M | +8.9% | +13.5% | -4.6% | +4.5% |
| YTD | +7.1% | -3.0% | +10.1% | +7.4% |
| 1Y | +39.7% | -6.4% | +46.1% | +41.3% |
| 3Y | +145.8% | +43.8% | +102.0% | +114.6% |
| 5Y | +138.6% | +98.6% | +40.0% | +88.4% |
| 10Y | +791.5% | +340.0% | +451.5% | +461.7% |
| All | +1,089.2% | +276.9% | +812.2% | +623.6% |
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