-22.9%
PATH vs FWONK
+60.8%
-83.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.1% | +2.5% | -0.5% | +1.4% |
| 30D | +1.6% | +20.0% | -18.3% | -3.8% |
| 3M | -20.4% | +5.2% | -25.6% | -21.6% |
| 6M | +40.1% | +18.7% | +21.4% | +33.2% |
| YTD | -19.0% | +10.7% | -29.7% | -21.4% |
| 1Y | -5.8% | +8.2% | -14.1% | -7.8% |
| 3Y | -22.9% | +64.6% | -87.5% | -31.9% |
| All | -22.9% | +60.8% | -83.7% | -31.9% |
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 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