-47.6%
NKE vs FWONK
-4.4%
-43.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -8.1% | -8.2% | +0.1% | -6.0% |
| 3M | -16.7% | +7.3% | -23.9% | -17.8% |
| 6M | -30.0% | +14.0% | -44.0% | -31.5% |
| YTD | -40.3% | -3.2% | -37.2% | -40.7% |
| All | -47.6% | -4.4% | -43.2% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling