-62.4%
OUST vs FWONK
+161.7%
-224.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | +5.2% | -6.2% | +11.4% | +8.9% |
| 30D | -19.3% | -0.6% | -18.7% | -19.4% |
| 3M | -22.6% | +11.1% | -33.7% | -28.1% |
| 6M | +62.8% | +11.7% | +51.1% | +49.3% |
| YTD | +68.3% | -3.1% | +71.4% | +66.5% |
| 1Y | +28.5% | -4.2% | +32.7% | +28.1% |
| 3Y | +554.0% | +38.3% | +515.7% | +406.0% |
| 5Y | -56.2% | +92.2% | -148.4% | -72.2% |
| All | -62.4% | +161.7% | -224.2% | -77.1% |
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 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