+12.3%
NKE vs FWONK
+276.9%
-264.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -7.7% | -0.5% | -5.9% |
| 3M | -19.1% | +5.7% | -24.8% | -20.5% |
| 6M | -32.6% | +13.5% | -46.1% | -35.3% |
| YTD | -40.7% | -3.0% | -37.7% | -40.5% |
| 1Y | -48.9% | -6.4% | -42.4% | -48.2% |
| 3Y | -59.2% | +43.8% | -103.1% | -64.4% |
| 5Y | -75.3% | +98.6% | -173.9% | -80.6% |
| 10Y | -23.1% | +340.0% | -363.1% | -52.2% |
| All | +12.3% | +276.9% | -264.6% | -34.2% |
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