+143.8%
IBM vs FWONK
+340.2%
-196.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +3.1% | -7.7% | +10.8% | +5.0% |
| 3M | -10.8% | +5.7% | -16.6% | -12.2% |
| 6M | -0.8% | +13.5% | -14.3% | -4.1% |
| YTD | -16.2% | -3.0% | -13.2% | -16.1% |
| 1Y | -2.9% | -6.4% | +3.5% | -2.1% |
| 3Y | +79.8% | +43.8% | +36.0% | +61.4% |
| 5Y | +124.9% | +98.6% | +26.3% | +82.0% |
| All | +143.8% | +340.2% | -196.4% | +70.3% |
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