+174.9%
NVS vs FWONK
+340.2%
-165.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | +0.1% | -14.4% | -14.3% |
| 30D | -10.0% | -7.7% | -2.2% | -8.8% |
| 3M | -10.9% | +5.7% | -16.6% | -11.8% |
| 6M | -12.0% | +13.5% | -25.4% | -13.9% |
| YTD | +2.5% | -3.0% | +5.5% | +2.6% |
| 1Y | +10.7% | -6.4% | +17.1% | +11.4% |
| 3Y | +53.3% | +43.8% | +9.5% | +41.9% |
| 5Y | +93.6% | +98.6% | -5.0% | +67.4% |
| All | +174.9% | +340.2% | -165.3% | +110.8% |
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