+352.1%
IDXX vs FWONK
+340.2%
+11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -11.5% | -7.7% | -3.8% | -9.4% |
| 3M | -9.5% | +5.7% | -15.3% | -11.2% |
| 6M | -16.0% | +13.5% | -29.4% | -19.4% |
| YTD | -25.4% | -3.0% | -22.4% | -25.2% |
| 1Y | -21.8% | -6.4% | -15.4% | -20.8% |
| 3Y | +7.0% | +43.8% | -36.8% | -6.8% |
| 5Y | -26.0% | +98.6% | -124.5% | -41.3% |
| All | +352.1% | +340.2% | +11.9% | +211.2% |
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