+471.1%
MAR vs FWONK
+276.3%
+194.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | -5.7% | -6.8% | +1.1% | -3.1% |
| 3M | -14.6% | +7.7% | -22.3% | -17.3% |
| 6M | +1.3% | +11.0% | -9.6% | -3.3% |
| YTD | +6.7% | -3.1% | +9.8% | +6.8% |
| 1Y | +26.4% | -3.5% | +29.9% | +26.5% |
| 3Y | +64.7% | +44.6% | +20.1% | +38.9% |
| 5Y | +153.1% | +98.3% | +54.8% | +86.4% |
| 10Y | +437.9% | +339.3% | +98.5% | +195.4% |
| All | +471.1% | +276.3% | +194.8% | +200.0% |
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