+6.5%
IR vs FWONK
+44.6%
-38.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -13.9% | -7.7% | -6.2% | -11.8% |
| 3M | -0.3% | +5.7% | -6.1% | -2.4% |
| 6M | -14.3% | +13.5% | -27.8% | -18.2% |
| YTD | -7.9% | -3.0% | -4.9% | -7.5% |
| 1Y | -9.9% | -6.4% | -3.5% | -8.4% |
| 3Y | +6.5% | +43.8% | -37.3% | -4.2% |
| All | +6.5% | +44.6% | -38.1% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling