+35.8%
MSCI vs FWONK
+60.8%
-25.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +3.0% | +2.5% | +0.5% | +2.4% |
| 30D | +17.8% | +20.0% | -2.2% | +12.3% |
| 3M | +15.2% | +5.2% | +10.0% | +13.4% |
| 6M | +16.5% | +18.7% | -2.2% | +11.3% |
| YTD | +16.4% | +10.7% | +5.7% | +13.2% |
| 1Y | +16.8% | +8.2% | +8.6% | +14.4% |
| 3Y | +35.8% | +64.6% | -28.8% | +24.5% |
| All | +35.8% | +60.8% | -25.0% | +24.5% |
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 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