+1,581.2%
HWM vs FWONK
+264.1%
+1,317.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | -0.5% |
| 7D | -8.0% | -0.6% | -7.4% | -7.7% |
| 30D | -18.0% | -5.8% | -12.2% | -15.7% |
| 3M | -9.5% | +10.0% | -19.5% | -14.4% |
| 6M | -8.4% | +14.7% | -23.0% | -15.2% |
| YTD | +13.6% | -1.7% | +15.4% | +13.2% |
| 1Y | +30.2% | -4.6% | +34.9% | +31.0% |
| 3Y | +392.2% | +46.7% | +345.6% | +285.4% |
| 5Y | +645.2% | +99.4% | +545.8% | +377.7% |
| All | +1,581.2% | +264.1% | +1,317.1% | +651.0% |
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 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