+386.2%
ISRG vs FWONK
+340.2%
+46.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.0% | -7.7% | -0.3% | -5.3% |
| 3M | -10.6% | +5.7% | -16.3% | -12.8% |
| 6M | -25.1% | +13.5% | -38.6% | -29.0% |
| YTD | -34.8% | -3.0% | -31.9% | -34.7% |
| 1Y | -19.0% | -6.4% | -12.6% | -18.0% |
| 3Y | +22.1% | +43.8% | -21.7% | +3.6% |
| 5Y | +8.2% | +98.6% | -90.4% | -18.9% |
| All | +386.2% | +340.2% | +46.0% | +201.6% |
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