+413.7%
JBL vs FWONK
+97.7%
+316.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | -15.6% | +5.7% | -21.3% | -18.2% |
| 6M | +24.6% | +13.5% | +11.1% | +16.9% |
| YTD | +39.6% | -3.0% | +42.6% | +39.3% |
| 1Y | +48.6% | -6.4% | +55.0% | +50.2% |
| 3Y | +197.3% | +43.8% | +153.4% | +143.9% |
| All | +413.7% | +97.7% | +316.0% | +208.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling