-71.3%
QS vs FWONK
+0.2%
-71.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.0% | +7.2% |
| 7D | +4.5% | +8.9% | -4.4% | +3.9% |
| 30D | -4.1% | +4.1% | -8.2% | -4.6% |
| 3M | -22.1% | +2.6% | -24.7% | -22.4% |
| 6M | -38.4% | +12.2% | -50.6% | -38.4% |
| YTD | -57.5% | +0.4% | -57.9% | -56.0% |
| 1Y | -71.3% | -1.8% | -69.5% | -70.0% |
| All | -71.3% | +0.2% | -71.5% | -70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling