+14.1%
QCOM vs FWONK
+92.1%
-78.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | +4.3% | +2.5% | +1.7% | +3.3% |
| 30D | -0.1% | +20.0% | -20.0% | -7.2% |
| 3M | +5.2% | +5.2% | +0.1% | +2.7% |
| 6M | -18.4% | +18.7% | -37.1% | -24.6% |
| YTD | +2.4% | +10.7% | -8.3% | -2.9% |
| 1Y | +0.9% | +8.2% | -7.4% | -3.4% |
| 3Y | +48.4% | +64.6% | -16.2% | +12.6% |
| All | +14.1% | +92.1% | -78.0% | -24.5% |
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