+891.4%
META vs FWONK
+276.6%
+614.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +6.7% | -6.2% | +12.9% | +9.0% |
| 30D | +4.8% | -0.6% | +5.3% | +4.8% |
| 3M | -1.6% | +11.1% | -12.7% | -5.4% |
| 6M | -7.5% | +11.7% | -19.2% | -11.4% |
| YTD | -6.4% | -3.1% | -3.3% | -6.2% |
| 1Y | -17.3% | -4.2% | -13.2% | -17.2% |
| 3Y | +109.9% | +38.3% | +71.6% | +82.2% |
| 5Y | +65.4% | +92.2% | -26.8% | +29.1% |
| 10Y | +391.8% | +355.4% | +36.4% | +192.5% |
| All | +891.4% | +276.6% | +614.8% | +445.8% |
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