+7.4%
MSCI vs FWONK
+46.4%
-39.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.1% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -1.2% | -5.8% | +4.6% | +0.3% |
| 3M | -8.4% | +10.0% | -18.4% | -10.5% |
| 6M | -1.0% | +14.7% | -15.7% | -4.5% |
| YTD | -2.3% | -1.7% | -0.5% | -1.9% |
| 1Y | -1.2% | -4.6% | +3.5% | 0.0% |
| All | +7.4% | +46.4% | -39.0% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling