+138.6%
NOK vs FWONK
+340.2%
-201.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +7.8% | -7.7% | +15.6% | +10.3% |
| 3M | -21.0% | +5.7% | -26.7% | -22.9% |
| 6M | +40.9% | +13.5% | +27.4% | +34.3% |
| YTD | +72.0% | -3.0% | +75.0% | +71.8% |
| 1Y | +140.9% | -6.4% | +147.3% | +142.6% |
| 3Y | +194.3% | +43.8% | +150.4% | +153.2% |
| 5Y | +112.5% | +98.6% | +14.0% | +62.6% |
| All | +138.6% | +340.2% | -201.6% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling