+23.4%
LYB vs FWONK
+276.9%
-253.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +2.5% | -7.7% | +10.2% | +5.4% |
| 3M | +1.4% | +5.7% | -4.3% | -1.2% |
| 6M | -3.5% | +13.5% | -16.9% | -9.1% |
| YTD | +52.0% | -3.0% | +55.0% | +51.2% |
| 1Y | +22.1% | -6.4% | +28.5% | +22.8% |
| 3Y | -22.8% | +43.8% | -66.6% | -36.2% |
| 5Y | -3.4% | +98.6% | -101.9% | -32.1% |
| 10Y | +47.4% | +340.0% | -292.6% | -25.3% |
| All | +23.4% | +276.9% | -253.5% | -40.3% |
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