+72.7%
PL vs FWONK
+98.5%
-25.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -4.5% |
| 7D | -13.9% | -0.6% | -13.2% | -13.6% |
| 30D | -25.5% | -5.8% | -19.7% | -22.8% |
| 3M | -44.8% | +10.0% | -54.8% | -48.2% |
| 6M | -33.3% | +14.7% | -48.0% | -40.0% |
| YTD | -12.7% | -1.7% | -10.9% | -13.5% |
| 1Y | +90.9% | -4.6% | +95.5% | +92.9% |
| 3Y | +528.5% | +46.7% | +481.8% | +380.2% |
| 5Y | +72.7% | +99.4% | -26.7% | +16.9% |
| All | +72.7% | +98.5% | -25.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling