+50.8%
NDAQ vs FWONK
+97.7%
-46.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -4.4% | -7.7% | +3.4% | -2.2% |
| 3M | +5.9% | +5.7% | +0.1% | +4.0% |
| 6M | +7.7% | +13.5% | -5.7% | +3.4% |
| YTD | -5.2% | -3.0% | -2.2% | -4.9% |
| 1Y | -3.4% | -6.4% | +3.0% | -2.2% |
| 3Y | +85.6% | +43.8% | +41.8% | +62.3% |
| All | +50.8% | +97.7% | -46.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling