+84.7%
META vs FWONK
+92.1%
-7.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.1% |
| 7D | +3.1% | +2.7% | +0.3% | +1.8% |
| 30D | -18.2% | +17.7% | -35.9% | -24.3% |
| 3M | +7.8% | +5.6% | +2.2% | +4.8% |
| 6M | +3.6% | +20.7% | -17.1% | -5.8% |
| YTD | -5.3% | +11.1% | -16.4% | -10.9% |
| 1Y | +2.7% | +7.7% | -5.0% | -1.9% |
| 3Y | +91.5% | +61.3% | +30.2% | +41.4% |
| 5Y | +84.7% | +93.2% | -8.5% | +15.5% |
| All | +84.7% | +92.1% | -7.4% | +15.5% |
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