+2,137.8%
LLY vs FWONK
+274.4%
+1,863.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -5.1% | -7.7% | +2.6% | -3.9% |
| 3M | -2.1% | +9.3% | -11.4% | -3.3% |
| 6M | +13.8% | +13.3% | +0.5% | +11.6% |
| YTD | +5.1% | -3.6% | +8.7% | +5.3% |
| 1Y | +53.1% | -6.8% | +59.9% | +54.1% |
| 3Y | +95.6% | +43.9% | +51.8% | +84.5% |
| 5Y | +361.5% | +94.4% | +267.1% | +314.0% |
| 10Y | +1,545.2% | +353.8% | +1,191.4% | +1,192.2% |
| All | +2,137.8% | +274.4% | +1,863.4% | +1,591.9% |
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