-10.9%
MSCI vs FWONK
+95.7%
-106.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.7% |
| 7D | -4.7% | -1.5% | -3.2% | -4.1% |
| 30D | -2.2% | -6.8% | +4.6% | +0.6% |
| 3M | -9.7% | +7.7% | -17.4% | -12.6% |
| 6M | +0.3% | +11.0% | -10.7% | -4.5% |
| YTD | -3.5% | -3.1% | -0.4% | -2.9% |
| 1Y | -1.4% | -3.5% | +2.1% | -0.9% |
| 3Y | +6.6% | +44.6% | -38.0% | -14.2% |
| 5Y | -10.9% | +98.3% | -109.2% | -42.9% |
| All | -10.9% | +95.7% | -106.6% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling