+412.4%
META vs FWONK
+345.8%
+66.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.9% | +4.6% | +5.8% |
| 7D | +10.3% | -0.6% | +10.9% | +10.5% |
| 30D | +9.9% | -5.8% | +15.7% | +12.2% |
| 3M | +11.9% | +10.0% | +1.9% | +7.8% |
| 6M | +1.2% | +14.7% | -13.5% | -4.4% |
| YTD | -0.8% | -1.7% | +0.9% | -1.0% |
| 1Y | -14.3% | -4.6% | -9.7% | -14.0% |
| 3Y | +121.4% | +46.7% | +74.7% | +85.4% |
| 5Y | +74.5% | +99.4% | -24.9% | +31.3% |
| All | +412.4% | +345.8% | +66.7% | +220.3% |
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