+15.7%
GS vs FWONK
+8.3%
+7.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.5% |
| 7D | +5.1% | +2.7% | +2.4% | +5.3% |
| 30D | +2.4% | +17.7% | -15.2% | +3.4% |
| 3M | -11.5% | +5.6% | -17.1% | -11.2% |
| 6M | -2.5% | +20.7% | -23.2% | -1.5% |
| YTD | +5.5% | +11.1% | -5.6% | +9.4% |
| All | +15.7% | +8.3% | +7.3% | +21.9% |
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