+433.8%
MAR vs FWONK
+340.2%
+93.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -5.4% | -7.7% | +2.3% | -2.3% |
| 3M | -15.5% | +5.7% | -21.2% | -17.7% |
| 6M | +3.0% | +13.5% | -10.5% | -2.9% |
| YTD | +8.5% | -3.0% | +11.5% | +8.6% |
| 1Y | +26.0% | -6.4% | +32.4% | +27.7% |
| 3Y | +68.6% | +43.8% | +24.8% | +40.5% |
| 5Y | +157.4% | +98.6% | +58.8% | +84.4% |
| All | +433.8% | +340.2% | +93.6% | +206.9% |
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