-21.1%
LOW vs FWONK
-4.6%
-16.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | -1.7% | -6.2% | +4.5% | -0.6% |
| 30D | -7.0% | -0.6% | -6.5% | -6.8% |
| 3M | -0.9% | +11.1% | -12.0% | -2.1% |
| 6M | -20.1% | +11.7% | -31.8% | -21.3% |
| YTD | -13.9% | -3.1% | -10.8% | -14.7% |
| 1Y | -21.1% | -4.2% | -17.0% | -22.7% |
| All | -21.1% | -4.6% | -16.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling