+58.9%
HYG vs FWONK
+276.9%
-218.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -0.7% | -7.7% | +7.0% | +0.1% |
| 3M | -0.2% | +5.7% | -5.9% | -0.9% |
| 6M | +1.4% | +13.5% | -12.0% | -0.1% |
| YTD | +1.5% | -3.0% | +4.4% | +1.5% |
| 1Y | +2.9% | -6.4% | +9.3% | +3.3% |
| 3Y | +25.6% | +43.8% | -18.2% | +19.3% |
| 5Y | +18.6% | +98.6% | -80.0% | +7.7% |
| 10Y | +55.7% | +340.0% | -284.3% | +27.7% |
| All | +58.9% | +276.9% | -218.0% | +27.4% |
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