+318.7%
NSC vs FWONK
+276.6%
+42.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -5.5% | -6.2% | +0.7% | -3.6% |
| 30D | -3.2% | -0.6% | -2.6% | -3.1% |
| 3M | +7.7% | +11.1% | -3.4% | +3.9% |
| 6M | +4.5% | +11.7% | -7.2% | +0.3% |
| YTD | +15.6% | -3.1% | +18.6% | +15.8% |
| 1Y | +19.8% | -4.2% | +24.0% | +20.2% |
| 3Y | +70.1% | +38.3% | +31.8% | +48.8% |
| 5Y | +46.1% | +92.2% | -46.0% | +12.2% |
| 10Y | +328.1% | +355.4% | -27.3% | +138.7% |
| All | +318.7% | +276.6% | +42.1% | +124.5% |
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 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