+422.7%
PR vs FWONK
+92.3%
+330.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.6% | -2.1% | +1.5% | +0.1% |
| 30D | +17.4% | -7.7% | +25.1% | +20.3% |
| 3M | +21.8% | +9.3% | +12.5% | +17.4% |
| 6M | +27.6% | +13.3% | +14.3% | +20.1% |
| YTD | +71.4% | -3.6% | +75.0% | +71.9% |
| 1Y | +78.3% | -6.8% | +85.1% | +80.8% |
| 3Y | +85.5% | +43.9% | +41.6% | +50.7% |
| 5Y | +422.7% | +94.4% | +328.2% | +233.9% |
| All | +422.7% | +92.3% | +330.4% | +233.9% |
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