+1,260.4%
MSCI vs FWONK
+274.4%
+986.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | -1.7% | -7.7% | +5.9% | +0.9% |
| 3M | -8.2% | +9.3% | -17.5% | -11.1% |
| 6M | -2.4% | +13.3% | -15.8% | -6.9% |
| YTD | -2.8% | -3.6% | +0.8% | -2.4% |
| 1Y | -2.7% | -6.8% | +4.1% | -1.3% |
| 3Y | +7.3% | +43.9% | -36.6% | -7.8% |
| 5Y | -11.4% | +94.4% | -105.9% | -31.2% |
| 10Y | +605.8% | +353.8% | +252.0% | +318.4% |
| All | +1,260.4% | +274.4% | +986.0% | +664.9% |
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 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