+343.0%
JCI vs FWONK
+276.3%
+66.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +0.4% | -1.5% | +2.0% | +0.8% |
| 30D | -7.7% | -6.8% | -0.9% | -6.1% |
| 3M | +2.8% | +7.7% | -4.9% | +0.3% |
| 6M | +7.2% | +11.0% | -3.7% | +3.4% |
| YTD | +20.0% | -3.1% | +23.1% | +20.0% |
| 1Y | +33.3% | -3.5% | +36.7% | +33.2% |
| 3Y | +161.3% | +44.6% | +116.7% | +131.2% |
| 5Y | +108.8% | +98.3% | +10.5% | +68.4% |
| 10Y | +334.6% | +339.3% | -4.7% | +183.1% |
| All | +343.0% | +276.3% | +66.7% | +177.6% |
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