+2,229.2%
QLD vs FWONK
+338.4%
+1,890.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.5% |
| 7D | -1.2% | +12.4% | -13.6% | -8.3% |
| 30D | -15.7% | +18.5% | -34.2% | -24.3% |
| 3M | -10.0% | +8.6% | -18.6% | -15.2% |
| 6M | -11.2% | +19.8% | -31.1% | -21.8% |
| YTD | +16.4% | +12.9% | +3.5% | +5.3% |
| 1Y | +12.7% | +9.0% | +3.7% | +4.0% |
| 3Y | +152.3% | +63.8% | +88.4% | +79.5% |
| 5Y | +91.8% | +95.1% | -3.4% | +25.2% |
| 10Y | +1,520.2% | +292.8% | +1,227.4% | +606.7% |
| All | +2,229.2% | +338.4% | +1,890.8% | +746.5% |
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