+123.9%
QLD vs FWONK
+94.7%
+29.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | +3.0% | -2.1% | +5.0% | +4.4% |
| 30D | -1.8% | -7.7% | +5.9% | +3.5% |
| 3M | -1.8% | +9.3% | -11.1% | -9.3% |
| 6M | +36.9% | +13.3% | +23.5% | +22.3% |
| YTD | +28.7% | -3.6% | +32.3% | +28.9% |
| 1Y | +41.9% | -6.8% | +48.7% | +44.7% |
| 3Y | +184.2% | +43.9% | +140.3% | +94.9% |
| All | +123.9% | +94.7% | +29.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling