+193.8%
QCOM vs FWONK
+276.6%
-82.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +3.3% | -6.2% | +9.5% | +5.5% |
| 30D | +7.7% | -0.6% | +8.3% | +7.8% |
| 3M | -30.1% | +11.1% | -41.1% | -32.8% |
| 6M | +22.8% | +11.7% | +11.1% | +17.6% |
| YTD | +0.2% | -3.1% | +3.2% | +0.2% |
| 1Y | +7.9% | -4.2% | +12.0% | +8.1% |
| 3Y | +55.8% | +38.3% | +17.5% | +35.9% |
| 5Y | +30.1% | +92.2% | -62.1% | +1.8% |
| 10Y | +248.9% | +355.4% | -106.5% | +110.7% |
| All | +193.8% | +276.6% | -82.8% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling