+2.0%
RDW vs FWONK
+148.5%
-146.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -21.3% | -7.7% | -13.5% | -18.3% |
| 3M | -37.9% | +5.7% | -43.6% | -39.9% |
| 6M | +12.3% | +13.5% | -1.2% | +4.5% |
| YTD | +39.7% | -3.0% | +42.7% | +39.6% |
| 1Y | +25.7% | -6.4% | +32.1% | +27.7% |
| 3Y | +230.8% | +43.8% | +187.0% | +177.1% |
| 5Y | -8.8% | +98.6% | -107.3% | -29.8% |
| All | +2.0% | +148.5% | -146.5% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling