-37.8%
M vs FWONK
+274.4%
-312.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +2.4% | -2.1% | +4.4% | +3.2% |
| 30D | -11.6% | -7.7% | -3.9% | -8.8% |
| 3M | +1.6% | +9.3% | -7.7% | -2.3% |
| 6M | +25.2% | +13.3% | +11.9% | +18.0% |
| YTD | +3.8% | -3.6% | +7.4% | +4.0% |
| 1Y | +36.3% | -6.8% | +43.1% | +38.5% |
| 3Y | +116.3% | +43.9% | +72.5% | +77.5% |
| 5Y | +28.2% | +94.4% | -66.3% | -8.0% |
| 10Y | -3.4% | +353.8% | -357.2% | -47.3% |
| All | -37.8% | +274.4% | -312.2% | -67.8% |
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