+100.0%
IT vs FWONK
+340.2%
-240.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +0.1% | -7.7% | +7.8% | +3.0% |
| 3M | +20.7% | +5.7% | +15.0% | +18.3% |
| 6M | +12.0% | +13.5% | -1.5% | +6.7% |
| YTD | -28.8% | -3.0% | -25.8% | -28.6% |
| 1Y | -25.5% | -6.4% | -19.1% | -24.5% |
| 3Y | -48.8% | +43.8% | -92.6% | -56.2% |
| 5Y | -42.7% | +98.6% | -141.3% | -57.1% |
| All | +100.0% | +340.2% | -240.2% | +21.8% |
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