+166.4%
IWM vs FWONK
+340.2%
-173.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.6% | -7.7% | +3.2% | -1.8% |
| 3M | -0.3% | +5.7% | -6.0% | -2.7% |
| 6M | +14.7% | +13.5% | +1.3% | +8.7% |
| YTD | +17.8% | -3.0% | +20.8% | +17.9% |
| 1Y | +21.2% | -6.4% | +27.6% | +22.7% |
| 3Y | +62.3% | +43.8% | +18.5% | +36.9% |
| 5Y | +38.7% | +98.6% | -59.8% | +1.6% |
| All | +166.4% | +340.2% | -173.8% | +57.5% |
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 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