+118.7%
IBM vs FWONK
+281.7%
-163.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.4% | +3.0% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +1.5% | -5.8% | +7.3% | +2.8% |
| 3M | -12.9% | +10.0% | -22.9% | -14.9% |
| 6M | -3.9% | +14.7% | -18.6% | -7.1% |
| YTD | -17.3% | -1.7% | -15.6% | -17.5% |
| 1Y | -5.0% | -4.6% | -0.4% | -4.7% |
| 3Y | +78.2% | +46.7% | +31.5% | +60.4% |
| 5Y | +120.6% | +99.4% | +21.2% | +81.6% |
| 10Y | +144.5% | +345.6% | -201.1% | +64.1% |
| All | +118.7% | +281.7% | -163.0% | +43.7% |
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