+1,657.6%
QLD vs FWONK
+340.2%
+1,317.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -3.0% | -7.7% | +4.7% | +1.7% |
| 3M | -2.8% | +5.7% | -8.5% | -7.1% |
| 6M | +32.0% | +13.5% | +18.5% | +20.1% |
| YTD | +27.3% | -3.0% | +30.3% | +26.9% |
| 1Y | +37.9% | -6.4% | +44.4% | +39.9% |
| 3Y | +174.6% | +43.8% | +130.8% | +107.8% |
| 5Y | +124.8% | +98.6% | +26.2% | +42.8% |
| All | +1,657.6% | +340.2% | +1,317.4% | +750.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling