+143.5%
O vs FWONK
+276.3%
-132.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -3.5% | -1.5% | -2.0% | -3.1% |
| 30D | -3.3% | -6.8% | +3.5% | -1.6% |
| 3M | -2.8% | +7.7% | -10.6% | -5.0% |
| 6M | -5.8% | +11.0% | -16.7% | -8.8% |
| YTD | +9.4% | -3.1% | +12.5% | +9.6% |
| 1Y | +5.7% | -3.5% | +9.1% | +5.7% |
| 3Y | +27.2% | +44.6% | -17.4% | +11.0% |
| 5Y | +17.2% | +98.3% | -81.1% | -9.2% |
| 10Y | +53.9% | +339.3% | -285.4% | -3.1% |
| All | +143.5% | +276.3% | -132.9% | +56.3% |
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