+730.7%
QQQ vs FWONK
+276.9%
+453.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | -7.7% | +6.5% | +1.0% |
| 3M | -0.2% | +5.7% | -5.9% | -2.2% |
| 6M | +17.9% | +13.5% | +4.5% | +12.9% |
| YTD | +16.6% | -3.0% | +19.6% | +16.7% |
| 1Y | +23.0% | -6.4% | +29.4% | +24.1% |
| 3Y | +92.9% | +43.8% | +49.1% | +68.8% |
| 5Y | +95.6% | +98.6% | -3.0% | +55.1% |
| 10Y | +570.4% | +340.0% | +230.4% | +316.2% |
| All | +730.7% | +276.9% | +453.7% | +392.5% |
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