-54.9%
OUST vs FWONK
+98.5%
-153.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -4.4% |
| 7D | +4.0% | -0.6% | +4.7% | +4.3% |
| 30D | -14.0% | -5.8% | -8.2% | -11.4% |
| 3M | -5.9% | +10.0% | -16.0% | -12.1% |
| 6M | +76.4% | +14.7% | +61.7% | +58.6% |
| YTD | +67.5% | -1.7% | +69.2% | +64.3% |
| 1Y | +27.1% | -4.6% | +31.7% | +27.3% |
| 3Y | +619.0% | +46.7% | +572.4% | +422.8% |
| 5Y | -54.9% | +99.4% | -154.3% | -75.7% |
| All | -54.9% | +98.5% | -153.4% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling