+31.1%
OMC vs FWONK
+340.2%
-309.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -7.6% | -7.7% | +0.1% | -5.3% |
| 3M | +4.5% | +5.7% | -1.2% | +2.6% |
| 6M | -0.3% | +13.5% | -13.7% | -4.5% |
| YTD | -0.1% | -3.0% | +2.8% | +0.2% |
| 1Y | +4.6% | -6.4% | +11.0% | +6.0% |
| 3Y | +10.5% | +43.8% | -33.4% | -4.0% |
| 5Y | +31.7% | +98.6% | -66.9% | +1.5% |
| All | +31.1% | +340.2% | -309.1% | -15.1% |
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 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