+147.9%
OXY vs FWONK
+97.7%
+50.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +5.5% | -7.7% | +13.2% | +7.0% |
| 3M | +11.3% | +5.7% | +5.6% | +9.8% |
| 6M | +11.6% | +13.5% | -1.9% | +7.8% |
| YTD | +51.6% | -3.0% | +54.5% | +51.9% |
| 1Y | +36.2% | -6.4% | +42.6% | +37.6% |
| 3Y | +1.7% | +43.8% | -42.1% | -10.6% |
| All | +147.9% | +97.7% | +50.2% | +63.9% |
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