-81.2%
PATH vs FWONK
+144.2%
-225.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -1.1% |
| 7D | -2.7% | +14.4% | -17.1% | -10.5% |
| 30D | -3.7% | +14.9% | -18.6% | -11.8% |
| 3M | -13.8% | +5.0% | -18.8% | -16.9% |
| 6M | +20.3% | +14.4% | +5.9% | +10.1% |
| YTD | -20.8% | +9.6% | -30.4% | -26.5% |
| 1Y | -9.2% | +5.9% | -15.1% | -13.8% |
| 3Y | -21.8% | +64.1% | -85.9% | -49.0% |
| 5Y | -77.4% | +93.1% | -170.6% | -87.2% |
| All | -81.2% | +144.2% | -225.4% | -89.7% |
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 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