+1,529.0%
MSCI vs FWONK
+330.0%
+1,199.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.0% | +2.5% | +0.5% | +2.1% |
| 30D | +17.8% | +20.0% | -2.2% | +10.7% |
| 3M | +15.2% | +5.2% | +10.0% | +13.0% |
| 6M | +16.5% | +18.7% | -2.2% | +9.6% |
| YTD | +16.4% | +10.7% | +5.7% | +11.4% |
| 1Y | +16.8% | +8.2% | +8.6% | +12.6% |
| 3Y | +35.8% | +64.6% | -28.8% | +11.7% |
| 5Y | +7.0% | +92.5% | -85.6% | -17.1% |
| 10Y | +818.6% | +285.3% | +533.3% | +446.8% |
| All | +1,529.0% | +330.0% | +1,199.0% | +772.8% |
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