+154.0%
IT vs FWONK
+276.9%
-122.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | +20.7% | +5.7% | +15.0% | +18.5% |
| 6M | +12.0% | +13.5% | -1.5% | +7.2% |
| 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% | -55.5% |
| 5Y | -42.7% | +98.6% | -141.3% | -55.8% |
| 10Y | +102.5% | +340.0% | -237.5% | +20.8% |
| All | +154.0% | +276.9% | -122.9% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling