+932.2%
META vs FWONK
+330.0%
+602.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +5.2% | +2.5% | +2.6% | +4.3% |
| 30D | -13.0% | +20.0% | -33.0% | -18.5% |
| 3M | +7.9% | +5.2% | +2.8% | +5.7% |
| 6M | +4.2% | +18.7% | -14.5% | -2.4% |
| YTD | -2.5% | +10.7% | -13.2% | -6.9% |
| 1Y | +5.6% | +8.2% | -2.7% | +1.5% |
| 3Y | +96.8% | +64.6% | +32.2% | +60.8% |
| 5Y | +90.0% | +92.5% | -2.5% | +47.2% |
| 10Y | +444.3% | +285.3% | +159.0% | +229.3% |
| All | +932.2% | +330.0% | +602.3% | +441.7% |
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