+728.5%
ON vs FWONK
+276.9%
+451.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -8.6% | -7.7% | -0.9% | -5.0% |
| 3M | -34.3% | +5.7% | -40.1% | -37.0% |
| 6M | +28.5% | +13.5% | +15.1% | +18.2% |
| YTD | +40.6% | -3.0% | +43.6% | +39.6% |
| 1Y | +55.3% | -6.4% | +61.7% | +56.7% |
| 3Y | -22.2% | +43.8% | -66.0% | -39.2% |
| 5Y | +62.4% | +98.6% | -36.2% | +6.9% |
| 10Y | +642.1% | +340.0% | +302.1% | +231.9% |
| All | +728.5% | +276.9% | +451.6% | +243.3% |
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