+70.4%
QCOM vs FWONK
+46.4%
+24.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +9.4% | -5.8% | +15.1% | +10.9% |
| 3M | -13.7% | +10.0% | -23.7% | -16.2% |
| 6M | +28.9% | +14.7% | +14.2% | +23.4% |
| YTD | +4.7% | -1.7% | +6.5% | +4.9% |
| 1Y | +13.5% | -4.6% | +18.1% | +14.7% |
| All | +70.4% | +46.4% | +24.0% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling