-79.7%
PATH vs FWONK
+114.7%
-194.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -7.4% |
| 7D | -22.8% | -2.1% | -20.7% | -21.6% |
| 30D | -6.9% | -7.7% | +0.8% | -2.3% |
| 3M | +25.4% | +9.3% | +16.1% | +18.8% |
| 6M | +18.1% | +13.3% | +4.8% | +8.5% |
| YTD | -14.5% | -3.6% | -10.9% | -13.5% |
| 1Y | +18.7% | -6.8% | +25.5% | +22.1% |
| 3Y | -24.2% | +43.9% | -68.1% | -46.3% |
| 5Y | -75.2% | +94.4% | -169.6% | -85.7% |
| All | -79.7% | +114.7% | -194.4% | -87.8% |
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