+390.7%
LLY vs FWONK
+95.7%
+295.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -3.2% | -1.5% | -1.6% | -2.9% |
| 30D | -7.4% | -6.8% | -0.7% | -6.2% |
| 3M | -1.0% | +7.7% | -8.7% | -2.4% |
| 6M | +12.5% | +11.0% | +1.5% | +10.1% |
| YTD | +5.0% | -3.1% | +8.1% | +5.3% |
| 1Y | +49.8% | -3.5% | +53.2% | +50.0% |
| 3Y | +95.5% | +44.6% | +50.9% | +83.9% |
| 5Y | +390.7% | +98.3% | +292.4% | +351.3% |
| All | +390.7% | +95.7% | +295.0% | +351.3% |
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