-23.8%
QS vs FWONK
+44.6%
-68.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -17.2% | -7.7% | -9.5% | -15.5% |
| 3M | -27.0% | +5.7% | -32.7% | -28.3% |
| 6M | -24.6% | +13.5% | -38.0% | -27.7% |
| YTD | -49.3% | -3.0% | -46.4% | -49.0% |
| 1Y | -40.3% | -6.4% | -33.9% | -39.2% |
| 3Y | -23.8% | +43.8% | -67.6% | -33.4% |
| All | -23.8% | +44.6% | -68.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling