+24.0%
NET vs FWONK
+91.1%
-67.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.7% | -16.0% | -13.3% |
| 7D | -21.2% | +15.0% | -36.2% | -28.9% |
| 30D | -31.1% | +11.5% | -42.6% | -36.7% |
| 3M | -16.5% | +10.9% | -27.4% | -23.3% |
| 6M | 0.0% | +21.9% | -21.8% | -14.9% |
| YTD | +24.0% | +8.1% | +15.9% | +14.1% |
| 1Y | +7.0% | +5.0% | +2.0% | +0.5% |
| 3Y | +279.6% | +63.3% | +216.3% | +135.0% |
| 5Y | +24.0% | +88.6% | -64.6% | -39.5% |
| All | +24.0% | +91.1% | -67.2% | -39.5% |
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 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