+590.4%
NUE vs FWONK
+276.9%
+313.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.6% | -7.7% | +3.2% | -2.0% |
| 3M | -0.3% | +5.7% | -6.0% | -2.7% |
| 6M | +51.9% | +13.5% | +38.4% | +43.9% |
| YTD | +60.0% | -3.0% | +63.0% | +59.9% |
| 1Y | +82.9% | -6.4% | +89.3% | +84.7% |
| 3Y | +66.0% | +43.8% | +22.1% | +40.6% |
| 5Y | +149.0% | +98.6% | +50.4% | +85.5% |
| 10Y | +588.3% | +340.0% | +248.3% | +283.0% |
| All | +590.4% | +276.9% | +313.5% | +263.1% |
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