+1,306.8%
MSFT vs FWONK
+281.7%
+1,025.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -2.7% | -5.8% | +3.1% | -1.0% |
| 3M | +22.1% | +10.0% | +12.1% | +18.3% |
| 6M | +20.6% | +14.7% | +5.9% | +15.2% |
| YTD | +2.3% | -1.7% | +4.0% | +2.0% |
| 1Y | -0.5% | -4.6% | +4.1% | -0.2% |
| 3Y | +50.5% | +46.7% | +3.9% | +30.3% |
| 5Y | +72.3% | +99.4% | -27.1% | +35.1% |
| 10Y | +885.0% | +345.6% | +539.5% | +497.6% |
| All | +1,306.8% | +281.7% | +1,025.1% | +719.7% |
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