+246.2%
MO vs FWONK
+276.9%
-30.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +7.1% | -7.7% | +14.9% | +8.4% |
| 3M | -2.0% | +5.7% | -7.7% | -2.8% |
| 6M | +7.3% | +13.5% | -6.2% | +5.1% |
| YTD | +23.5% | -3.0% | +26.4% | +23.6% |
| 1Y | +11.0% | -6.4% | +17.4% | +11.6% |
| 3Y | +95.0% | +43.8% | +51.2% | +81.3% |
| 5Y | +100.6% | +98.6% | +2.1% | +74.5% |
| 10Y | +114.5% | +340.0% | -225.5% | +62.7% |
| All | +246.2% | +276.9% | -30.7% | +154.8% |
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