+28.7%
MUB vs FWONK
+276.3%
-247.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.2% |
| 30D | -2.8% | -6.8% | +4.0% | -2.7% |
| 3M | -3.1% | +7.7% | -10.8% | -3.2% |
| 6M | -2.9% | +11.0% | -13.8% | -3.0% |
| YTD | -2.0% | -3.1% | +1.1% | -2.0% |
| 1Y | 0.0% | -3.5% | +3.4% | 0.0% |
| 3Y | +7.4% | +44.6% | -37.2% | +6.7% |
| 5Y | +0.8% | +98.3% | -97.5% | -0.5% |
| 10Y | +16.7% | +339.3% | -322.6% | +14.6% |
| All | +28.7% | +276.3% | -247.7% | +27.4% |
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