+273.7%
IR vs FWONK
+192.9%
+80.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -13.9% | -7.7% | -6.2% | -11.2% |
| 3M | -0.3% | +5.7% | -6.1% | -2.9% |
| 6M | -14.3% | +13.5% | -27.8% | -19.1% |
| YTD | -7.9% | -3.0% | -4.9% | -7.7% |
| 1Y | -9.9% | -6.4% | -3.5% | -8.6% |
| 3Y | +6.5% | +43.8% | -37.3% | -11.0% |
| 5Y | +34.0% | +98.6% | -64.5% | -3.6% |
| All | +273.7% | +192.9% | +80.8% | +118.5% |
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