+200.3%
QCOM vs FWONK
+330.0%
-129.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | +4.3% | +2.5% | +1.7% | +3.4% |
| 30D | -0.1% | +20.0% | -20.0% | -6.2% |
| 3M | +5.2% | +5.2% | +0.1% | +3.0% |
| 6M | -18.4% | +18.7% | -37.1% | -23.6% |
| YTD | +2.4% | +10.7% | -8.3% | -2.3% |
| 1Y | +0.9% | +8.2% | -7.4% | -3.1% |
| 3Y | +48.4% | +64.6% | -16.2% | +22.0% |
| 5Y | +16.6% | +92.5% | -75.9% | -9.6% |
| 10Y | +237.8% | +285.3% | -47.5% | +106.1% |
| All | +200.3% | +330.0% | -129.7% | +68.5% |
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 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