-61.5%
JD vs FWONK
+97.7%
-159.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -14.4% | -7.7% | -6.7% | -12.0% |
| 3M | -3.6% | +5.7% | -9.3% | -5.7% |
| 6M | -0.3% | +13.5% | -13.8% | -5.4% |
| YTD | -2.4% | -3.0% | +0.6% | -2.0% |
| 1Y | -18.5% | -6.4% | -12.1% | -17.2% |
| 3Y | -7.0% | +43.8% | -50.9% | -23.4% |
| All | -61.5% | +97.7% | -159.2% | -75.9% |
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