-1.2%
QLD vs FWONK
+7.3%
-8.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +7.7% | -20.4% | -12.4% |
| 7D | -18.6% | +15.0% | -33.6% | -18.8% |
| 30D | -28.3% | +11.5% | -39.8% | -28.2% |
| 3M | -20.4% | +10.9% | -31.3% | -20.4% |
| 6M | -14.3% | +21.9% | -36.2% | -16.6% |
| YTD | +2.8% | +8.1% | -5.4% | -0.5% |
| 1Y | -1.2% | +5.0% | -6.3% | -1.4% |
| All | -1.2% | +7.3% | -8.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling