+19.4%
JD vs FWONK
+274.4%
-255.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -16.0% | -7.7% | -8.4% | -14.0% |
| 3M | -3.2% | +9.3% | -12.5% | -6.0% |
| 6M | +6.1% | +13.3% | -7.3% | +1.5% |
| YTD | -0.1% | -3.6% | +3.5% | +0.2% |
| 1Y | -12.7% | -6.8% | -6.0% | -11.6% |
| 3Y | -6.3% | +43.9% | -50.2% | -18.7% |
| 5Y | -61.3% | +94.4% | -155.8% | -69.6% |
| 10Y | +17.6% | +353.8% | -336.2% | -30.8% |
| All | +19.4% | +274.4% | -255.1% | -30.0% |
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