+1,525.1%
JBL vs FWONK
+340.2%
+1,184.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -7.7% | -5.4% | -10.3% |
| 3M | -15.6% | +5.7% | -21.3% | -18.4% |
| 6M | +24.6% | +13.5% | +11.1% | +16.4% |
| YTD | +39.6% | -3.0% | +42.6% | +39.1% |
| 1Y | +48.6% | -6.4% | +55.0% | +50.1% |
| 3Y | +197.3% | +43.8% | +153.4% | +142.6% |
| 5Y | +413.0% | +98.6% | +314.4% | +254.1% |
| All | +1,525.1% | +340.2% | +1,184.9% | +765.8% |
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