+86.2%
PR vs FWONK
+363.5%
-277.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -1.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | +11.3% | -5.8% | +17.0% | +14.4% |
| 3M | +24.1% | +10.0% | +14.0% | +17.2% |
| 6M | +25.4% | +14.7% | +10.7% | +14.3% |
| YTD | +71.2% | -1.7% | +73.0% | +68.5% |
| 1Y | +78.6% | -4.6% | +83.2% | +77.9% |
| 3Y | +85.2% | +46.7% | +38.6% | +39.6% |
| 5Y | +419.0% | +99.4% | +319.6% | +218.6% |
| 10Y | +86.2% | +345.6% | -259.3% | +5.6% |
| All | +86.2% | +363.5% | -277.3% | +5.6% |
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