-63.6%
OUST vs FWONK
+162.0%
-225.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -23.4% | -7.7% | -15.7% | -20.3% |
| 3M | -10.8% | +5.7% | -16.5% | -14.6% |
| 6M | +42.7% | +13.5% | +29.3% | +29.7% |
| YTD | +63.3% | -3.0% | +66.2% | +61.3% |
| 1Y | +15.0% | -6.4% | +21.4% | +16.2% |
| 3Y | +610.9% | +43.8% | +567.0% | +434.5% |
| 5Y | -54.8% | +98.6% | -153.3% | -71.7% |
| All | -63.6% | +162.0% | -225.5% | -77.8% |
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