-22.2%
ON vs FWONK
+44.6%
-66.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -8.6% | -7.7% | -0.9% | -6.5% |
| 3M | -34.3% | +5.7% | -40.1% | -36.2% |
| 6M | +28.5% | +13.5% | +15.1% | +21.1% |
| YTD | +40.6% | -3.0% | +43.6% | +40.7% |
| 1Y | +55.3% | -6.4% | +61.7% | +57.9% |
| 3Y | -22.2% | +43.8% | -66.0% | -32.1% |
| All | -22.2% | +44.6% | -66.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling