+251.3%
JNJ vs FWONK
+276.9%
-25.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | -7.7% | +10.1% | +3.3% |
| 3M | +12.0% | +5.7% | +6.3% | +11.2% |
| 6M | +10.5% | +13.5% | -3.0% | +8.7% |
| YTD | +30.4% | -3.0% | +33.4% | +30.5% |
| 1Y | +52.1% | -6.4% | +58.6% | +52.8% |
| 3Y | +77.8% | +43.8% | +34.0% | +67.7% |
| 5Y | +82.9% | +98.6% | -15.7% | +63.1% |
| 10Y | +194.8% | +340.0% | -145.2% | +127.3% |
| All | +251.3% | +276.9% | -25.6% | +160.8% |
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 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