-33.3%
LULU vs FWONK
+7.3%
-40.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -7.9% | -2.5% |
| 7D | +1.8% | +15.0% | -13.2% | -2.6% |
| 30D | +19.4% | +11.5% | +7.9% | +15.2% |
| 3M | -9.5% | +10.9% | -20.4% | -12.1% |
| 6M | -14.2% | +21.9% | -36.0% | -18.2% |
| YTD | -46.2% | +8.1% | -54.3% | -47.4% |
| 1Y | -33.3% | +5.0% | -38.3% | -32.9% |
| All | -33.3% | +7.3% | -40.6% | -32.9% |
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 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