-48.8%
IT vs FWONK
+44.6%
-93.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.3% |
| 3M | +20.7% | +5.7% | +15.0% | +19.3% |
| 6M | +12.0% | +13.5% | -1.5% | +8.6% |
| YTD | -28.8% | -3.0% | -25.8% | -28.1% |
| 1Y | -25.5% | -6.4% | -19.1% | -24.0% |
| 3Y | -48.8% | +43.8% | -92.6% | -51.9% |
| All | -48.8% | +44.6% | -93.4% | -51.9% |
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