-14.0%
META vs FWONK
-5.9%
-8.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +5.5% | -1.5% | +7.1% | +5.7% |
| 30D | +7.6% | -6.8% | +14.3% | +8.2% |
| 3M | +13.0% | +7.7% | +5.3% | +12.6% |
| 6M | -1.3% | +11.0% | -12.3% | -2.3% |
| YTD | -2.2% | -3.1% | +0.9% | -4.5% |
| 1Y | -14.0% | -3.5% | -10.6% | -15.9% |
| All | -14.0% | -5.9% | -8.2% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling