-3.3%
LVS vs FWONK
+340.2%
-343.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -6.2% | -7.7% | +1.5% | -3.1% |
| 3M | -14.8% | +5.7% | -20.5% | -17.1% |
| 6M | -20.9% | +13.5% | -34.3% | -25.5% |
| YTD | -33.0% | -3.0% | -30.1% | -32.9% |
| 1Y | -20.0% | -6.4% | -13.6% | -18.8% |
| 3Y | -6.9% | +43.8% | -50.8% | -23.3% |
| 5Y | +9.1% | +98.6% | -89.5% | -22.9% |
| All | -3.3% | +340.2% | -343.5% | -44.2% |
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