-73.5%
QID vs FWONK
+44.6%
-118.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.9% | -7.7% | +10.7% | -0.6% |
| 3M | -0.7% | +5.7% | -6.4% | +2.3% |
| 6M | -29.7% | +13.5% | -43.1% | -24.3% |
| YTD | -27.9% | -3.0% | -24.9% | -28.6% |
| 1Y | -34.6% | -6.4% | -28.2% | -36.5% |
| 3Y | -73.5% | +43.8% | -117.4% | -66.3% |
| All | -73.5% | +44.6% | -118.1% | -66.3% |
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