+378.7%
ORCL vs FWONK
+274.4%
+104.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +15.0% | -2.1% | +17.1% | +15.5% |
| 30D | +10.5% | -7.7% | +18.2% | +12.5% |
| 3M | -23.0% | +9.3% | -32.3% | -24.8% |
| 6M | +7.0% | +13.3% | -6.4% | +3.6% |
| YTD | -15.8% | -3.6% | -12.2% | -15.7% |
| 1Y | -31.1% | -6.8% | -24.3% | -30.7% |
| 3Y | +33.3% | +43.9% | -10.6% | +19.9% |
| 5Y | +94.3% | +94.4% | -0.1% | +62.2% |
| 10Y | +363.4% | +353.8% | +9.6% | +210.5% |
| All | +378.7% | +274.4% | +104.2% | +213.7% |
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