+36.1%
IR vs FWONK
+97.4%
-61.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -3.1% | -1.5% | -1.5% | -2.5% |
| 30D | -14.0% | -6.8% | -7.2% | -11.7% |
| 3M | +3.7% | +7.7% | -4.0% | +0.4% |
| 6M | -15.4% | +11.0% | -26.3% | -19.3% |
| YTD | -7.7% | -3.1% | -4.6% | -7.3% |
| 1Y | -8.8% | -3.5% | -5.4% | -8.6% |
| 3Y | +5.6% | +44.6% | -39.0% | -11.7% |
| All | +36.1% | +97.4% | -61.2% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling