-16.0%
PATH vs FWONK
+42.9%
-58.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.1% |
| 7D | -16.3% | -6.2% | -10.1% | -14.4% |
| 30D | +9.9% | -0.6% | +10.5% | +10.1% |
| 3M | +30.2% | +11.1% | +19.1% | +25.9% |
| 6M | +37.2% | +11.7% | +25.5% | +32.2% |
| YTD | -7.3% | -3.1% | -4.3% | -6.3% |
| 1Y | +40.0% | -4.2% | +44.2% | +41.9% |
| All | -16.0% | +42.9% | -58.9% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling