+338.1%
RF vs FWONK
+276.6%
+61.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.3% | -6.2% | +7.5% | +4.0% |
| 30D | -3.6% | -0.6% | -3.0% | -3.6% |
| 3M | +8.1% | +11.1% | -3.0% | +3.0% |
| 6M | +11.5% | +11.7% | -0.3% | +5.5% |
| YTD | +15.6% | -3.1% | +18.6% | +15.6% |
| 1Y | +15.7% | -4.2% | +19.9% | +15.8% |
| 3Y | +86.9% | +38.3% | +48.5% | +56.4% |
| 5Y | +89.8% | +92.2% | -2.4% | +33.8% |
| 10Y | +344.7% | +355.4% | -10.7% | +115.3% |
| All | +338.1% | +276.6% | +61.5% | +102.4% |
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 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