+315.6%
RF vs FWONK
+330.0%
-14.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.9% | +2.5% | -0.6% | +0.9% |
| 30D | +7.3% | +20.0% | -12.6% | -0.6% |
| 3M | -7.9% | +5.2% | -13.1% | -10.2% |
| 6M | +10.5% | +18.7% | -8.2% | +2.1% |
| YTD | +9.6% | +10.7% | -1.0% | +3.4% |
| 1Y | +20.3% | +8.2% | +12.1% | +14.5% |
| 3Y | +119.5% | +64.6% | +55.0% | +71.2% |
| 5Y | +48.2% | +92.5% | -44.3% | +4.7% |
| 10Y | +234.3% | +285.3% | -51.0% | +66.0% |
| All | +315.6% | +330.0% | -14.4% | +81.2% |
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 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