+79.9%
PL vs FWONK
+106.0%
-26.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -7.5% | -2.1% | -5.5% | -6.4% |
| 30D | -25.6% | -7.7% | -17.9% | -22.1% |
| 3M | -45.6% | +9.3% | -54.9% | -48.6% |
| 6M | -29.5% | +13.3% | -42.9% | -35.9% |
| YTD | -9.7% | -3.6% | -6.1% | -9.5% |
| 1Y | +84.4% | -6.8% | +91.1% | +88.9% |
| 3Y | +550.0% | +43.9% | +506.1% | +412.1% |
| 5Y | +79.0% | +94.4% | -15.4% | +28.7% |
| All | +79.9% | +106.0% | -26.1% | +29.1% |
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