-81.2%
PATH vs FWONK
+140.4%
-221.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | +15.0% | -20.3% | -13.3% |
| 30D | -0.5% | +11.3% | -11.9% | -7.2% |
| 3M | -7.1% | +6.7% | -13.8% | -11.3% |
| 6M | +23.8% | +19.9% | +3.9% | +10.0% |
| YTD | -20.7% | +7.9% | -28.6% | -25.7% |
| 1Y | -8.1% | +3.0% | -11.1% | -11.2% |
| 3Y | -21.8% | +63.6% | -85.5% | -49.2% |
| 5Y | -76.8% | +88.3% | -165.1% | -86.7% |
| All | -81.2% | +140.4% | -221.6% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling