+49.0%
LYB vs FWONK
+7.3%
+41.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | 0.0% |
| 7D | -5.7% | +15.0% | -20.7% | -1.8% |
| 30D | +4.6% | +11.5% | -6.9% | +8.1% |
| 3M | +5.5% | +10.9% | -5.4% | +9.0% |
| 6M | -19.1% | +21.9% | -41.0% | -13.4% |
| YTD | +47.1% | +8.1% | +38.9% | +58.5% |
| 1Y | +49.0% | +5.0% | +44.0% | +60.0% |
| All | +49.0% | +7.3% | +41.7% | +60.0% |
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