+226.7%
IWD vs FWONK
+281.7%
-55.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -1.6% | -5.8% | +4.1% | -0.2% |
| 3M | +7.0% | +10.0% | -3.0% | +4.1% |
| 6M | +17.0% | +14.7% | +2.3% | +12.3% |
| YTD | +21.6% | -1.7% | +23.4% | +21.4% |
| 1Y | +28.0% | -4.6% | +32.6% | +28.5% |
| 3Y | +70.6% | +46.7% | +23.9% | +50.2% |
| 5Y | +73.3% | +99.4% | -26.1% | +38.3% |
| 10Y | +200.5% | +345.6% | -145.1% | +89.8% |
| All | +226.7% | +281.7% | -55.0% | +97.4% |
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