+335.4%
RF vs FWONK
+339.5%
-4.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | -4.3% | -6.8% | +2.5% | -1.4% |
| 3M | +5.9% | +7.7% | -1.9% | +1.9% |
| 6M | +14.1% | +11.0% | +3.2% | +7.9% |
| YTD | +13.8% | -3.1% | +16.9% | +13.8% |
| 1Y | +15.2% | -3.5% | +18.7% | +15.0% |
| 3Y | +90.6% | +44.6% | +46.0% | +53.9% |
| 5Y | +88.9% | +98.3% | -9.4% | +26.5% |
| All | +335.4% | +339.5% | -4.1% | +125.2% |
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