+2,480.4%
QLD vs FWONK
+276.6%
+2,203.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.2% |
| 7D | +0.6% | -6.2% | +6.8% | +4.3% |
| 30D | -0.1% | -0.6% | +0.4% | -0.1% |
| 3M | -8.4% | +11.1% | -19.4% | -14.9% |
| 6M | +32.2% | +11.7% | +20.5% | +22.1% |
| YTD | +28.9% | -3.1% | +32.0% | +28.7% |
| 1Y | +43.8% | -4.2% | +48.0% | +43.7% |
| 3Y | +176.6% | +38.3% | +138.2% | +118.5% |
| 5Y | +121.6% | +92.2% | +29.4% | +48.1% |
| 10Y | +1,652.9% | +355.4% | +1,297.5% | +642.0% |
| All | +2,480.4% | +276.6% | +2,203.8% | +934.5% |
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