+50.0%
LULU vs FWONK
+340.2%
-290.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -18.1% | -7.7% | -10.4% | -15.5% |
| 3M | -18.8% | +5.7% | -24.5% | -20.5% |
| 6M | -39.2% | +13.5% | -52.7% | -42.3% |
| YTD | -52.4% | -3.0% | -49.4% | -52.1% |
| 1Y | -40.3% | -6.4% | -33.9% | -39.3% |
| 3Y | -75.1% | +43.8% | -118.9% | -78.9% |
| 5Y | -76.7% | +98.6% | -175.3% | -82.6% |
| All | +50.0% | +340.2% | -290.2% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling