+67.6%
MA vs FWONK
+95.7%
-28.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -3.5% | -1.5% | -1.9% | -3.0% |
| 30D | +0.7% | -6.8% | +7.5% | +2.9% |
| 3M | +15.8% | +7.7% | +8.1% | +12.9% |
| 6M | +10.2% | +11.0% | -0.8% | +6.2% |
| YTD | -0.5% | -3.1% | +2.6% | -0.1% |
| 1Y | -1.8% | -3.5% | +1.7% | -1.5% |
| 3Y | +38.7% | +44.6% | -5.9% | +17.7% |
| 5Y | +67.6% | +98.3% | -30.6% | +12.7% |
| All | +67.6% | +95.7% | -28.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling