+771.5%
JPM vs FWONK
+276.3%
+495.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -2.3% | -6.8% | +4.4% | -0.2% |
| 3M | +14.9% | +7.7% | +7.2% | +11.7% |
| 6M | +23.6% | +11.0% | +12.7% | +18.5% |
| YTD | +11.3% | -3.1% | +14.4% | +11.3% |
| 1Y | +19.9% | -3.5% | +23.4% | +19.9% |
| 3Y | +162.6% | +44.6% | +118.0% | +125.8% |
| 5Y | +154.6% | +98.3% | +56.4% | +91.5% |
| 10Y | +589.9% | +339.3% | +250.6% | +283.7% |
| All | +771.5% | +276.3% | +495.1% | +355.0% |
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