+39.5%
PL vs FWONK
+136.6%
-97.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | +10.0% | +2.5% | +7.5% | +8.6% |
| 30D | -2.3% | +20.0% | -22.2% | -12.7% |
| 3M | -44.2% | +5.2% | -49.4% | -46.2% |
| 6M | -66.1% | +18.7% | -84.8% | -69.8% |
| YTD | -30.0% | +10.7% | -40.7% | -35.6% |
| 1Y | +21.0% | +8.2% | +12.8% | +13.0% |
| 3Y | +516.5% | +64.6% | +452.0% | +347.1% |
| 5Y | +32.0% | +92.5% | -60.5% | -12.4% |
| All | +39.5% | +136.6% | -97.1% | -8.2% |
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