+149.8%
NVO vs FWONK
+276.9%
-127.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -6.0% | -7.7% | +1.8% | -4.7% |
| 3M | -0.8% | +5.7% | -6.5% | -1.7% |
| 6M | +16.5% | +13.5% | +3.0% | +14.1% |
| YTD | -11.1% | -3.0% | -8.2% | -10.9% |
| 1Y | -16.7% | -6.4% | -10.3% | -16.1% |
| 3Y | -52.9% | +43.8% | -96.7% | -56.0% |
| 5Y | -3.0% | +98.6% | -101.5% | -14.4% |
| 10Y | +147.1% | +340.0% | -192.9% | +86.3% |
| All | +149.8% | +276.9% | -127.1% | +81.4% |
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