+282.9%
QCOM vs FWONK
+340.2%
-57.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | +12.2% | -7.7% | +19.9% | +15.3% |
| 3M | -9.9% | +5.7% | -15.6% | -12.1% |
| 6M | +36.9% | +13.5% | +23.5% | +29.8% |
| YTD | +8.0% | -3.0% | +11.0% | +8.0% |
| 1Y | +15.0% | -6.4% | +21.4% | +16.3% |
| 3Y | +75.8% | +43.8% | +32.0% | +48.9% |
| 5Y | +42.2% | +98.6% | -56.4% | +7.1% |
| All | +282.9% | +340.2% | -57.3% | +149.4% |
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