+34.9%
LQD vs FWONK
+276.9%
-242.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -7.7% | +6.5% | -1.1% |
| 3M | -3.2% | +5.7% | -8.9% | -3.4% |
| 6M | -2.1% | +13.5% | -15.6% | -2.5% |
| YTD | -2.4% | -3.0% | +0.6% | -2.3% |
| 1Y | -2.7% | -6.4% | +3.7% | -2.6% |
| 3Y | +14.2% | +43.8% | -29.6% | +12.7% |
| 5Y | -5.8% | +98.6% | -104.4% | -7.9% |
| 10Y | +22.2% | +340.0% | -317.8% | +19.1% |
| All | +34.9% | +276.9% | -242.0% | +32.4% |
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