+5.2%
LOW vs FWONK
+97.7%
-92.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | -7.7% | -1.1% | -7.2% |
| 3M | -10.4% | +5.7% | -16.1% | -11.6% |
| 6M | -19.4% | +13.5% | -32.9% | -21.8% |
| YTD | -17.1% | -3.0% | -14.2% | -16.9% |
| 1Y | -26.3% | -6.4% | -19.8% | -25.6% |
| 3Y | -9.9% | +43.8% | -53.7% | -19.3% |
| All | +5.2% | +97.7% | -92.5% | -14.7% |
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