+66.2%
PL vs FWONK
+107.4%
-41.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -9.2% | +0.1% | -9.3% | -9.3% |
| 30D | -32.9% | -7.7% | -25.1% | -29.7% |
| 3M | -51.9% | +5.7% | -57.6% | -53.7% |
| 6M | -35.3% | +13.5% | -48.8% | -41.1% |
| YTD | -16.6% | -3.0% | -13.6% | -16.7% |
| 1Y | +70.1% | -6.4% | +76.5% | +73.8% |
| 3Y | +479.2% | +43.8% | +435.4% | +356.2% |
| 5Y | +65.9% | +98.6% | -32.7% | +18.7% |
| All | +66.2% | +107.4% | -41.2% | +18.7% |
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