-4.0%
M vs FWONK
+340.2%
-344.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.6% | +7.6% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -7.2% | -7.7% | +0.6% | -3.9% |
| 3M | -11.1% | +5.7% | -16.9% | -13.8% |
| 6M | +28.8% | +13.5% | +15.3% | +20.4% |
| YTD | +2.0% | -3.0% | +5.0% | +2.0% |
| 1Y | +31.3% | -6.4% | +37.7% | +33.3% |
| 3Y | +119.1% | +43.8% | +75.3% | +74.6% |
| 5Y | +29.7% | +98.6% | -68.9% | -12.9% |
| All | -4.0% | +340.2% | -344.2% | -47.2% |
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