+1,549.9%
LLY vs FWONK
+340.2%
+1,209.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -8.4% | -7.7% | -0.7% | -7.2% |
| 3M | -3.8% | +5.7% | -9.5% | -4.6% |
| 6M | +11.9% | +13.5% | -1.5% | +9.5% |
| YTD | +4.3% | -3.0% | +7.3% | +4.5% |
| 1Y | +48.5% | -6.4% | +54.9% | +49.4% |
| 3Y | +91.2% | +43.8% | +47.4% | +79.6% |
| 5Y | +387.5% | +98.6% | +288.9% | +331.9% |
| All | +1,549.9% | +340.2% | +1,209.7% | +1,211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling