+610.9%
LITE vs FWONK
+96.0%
+514.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +10.0% |
| 7D | +3.4% | +12.4% | -9.0% | -1.3% |
| 30D | -34.9% | +18.5% | -53.4% | -39.4% |
| 3M | -21.0% | +8.6% | -29.6% | -24.0% |
| 6M | -38.5% | +19.8% | -58.3% | -44.0% |
| YTD | +75.8% | +12.9% | +63.0% | +63.9% |
| 1Y | +156.7% | +9.0% | +147.7% | +143.6% |
| 3Y | +1,498.6% | +63.8% | +1,434.7% | +1,144.7% |
| 5Y | +610.9% | +95.1% | +515.8% | +398.7% |
| All | +610.9% | +96.0% | +514.9% | +398.7% |
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