-99.5%
QID vs FWONK
+276.9%
-376.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.4% |
| 30D | +2.9% | -7.7% | +10.7% | -1.7% |
| 3M | -0.7% | +5.7% | -6.4% | +2.6% |
| 6M | -29.7% | +13.5% | -43.1% | -23.6% |
| YTD | -27.9% | -3.0% | -24.9% | -28.5% |
| 1Y | -34.6% | -6.4% | -28.2% | -36.5% |
| 3Y | -73.5% | +43.8% | -117.4% | -64.5% |
| 5Y | -81.0% | +98.6% | -179.6% | -65.8% |
| 10Y | -99.2% | +340.0% | -439.2% | -97.0% |
| All | -99.5% | +276.9% | -376.5% | -98.2% |
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