+878.4%
MSFT vs FWONK
+340.2%
+538.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +0.8% | -7.7% | +8.6% | +3.3% |
| 3M | +27.2% | +5.7% | +21.5% | +24.6% |
| 6M | +22.9% | +13.5% | +9.5% | +17.5% |
| YTD | +3.1% | -3.0% | +6.1% | +3.2% |
| 1Y | -0.3% | -6.4% | +6.2% | +0.8% |
| 3Y | +50.1% | +43.8% | +6.3% | +29.3% |
| 5Y | +74.6% | +98.6% | -23.9% | +34.5% |
| All | +878.4% | +340.2% | +538.2% | +524.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling