+1,542.6%
QLD vs FWONK
+282.7%
+1,259.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | +0.3% |
| 7D | +12.5% | +2.7% | +9.8% | +10.7% |
| 30D | -15.7% | +17.7% | -33.4% | -24.7% |
| 3M | -11.9% | +5.6% | -17.5% | -16.0% |
| 6M | -10.3% | +20.7% | -30.9% | -22.3% |
| YTD | +15.6% | +11.1% | +4.5% | +4.6% |
| 1Y | +12.1% | +7.7% | +4.4% | +3.4% |
| 3Y | +150.7% | +61.3% | +89.4% | +73.2% |
| 5Y | +86.6% | +93.2% | -6.6% | +16.2% |
| All | +1,542.6% | +282.7% | +1,259.9% | +574.3% |
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 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