+1,559.5%
HWM vs FWONK
+259.5%
+1,299.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | +0.1% | -11.5% | -11.5% |
| 30D | -18.5% | -7.7% | -10.7% | -15.3% |
| 3M | -13.2% | +5.7% | -18.9% | -16.2% |
| 6M | -8.7% | +13.5% | -22.1% | -15.0% |
| YTD | +12.2% | -3.0% | +15.1% | +12.4% |
| 1Y | +24.9% | -6.4% | +31.3% | +27.0% |
| 3Y | +383.9% | +43.8% | +340.1% | +282.8% |
| 5Y | +646.1% | +98.6% | +547.6% | +379.0% |
| All | +1,559.5% | +259.5% | +1,299.9% | +646.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling