+310.6%
RF vs FWONK
+331.6%
-21.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +0.4% | +2.7% | -2.4% | -0.8% |
| 30D | +5.6% | +17.7% | -12.1% | -1.5% |
| 3M | -8.9% | +5.6% | -14.5% | -11.3% |
| 6M | +7.1% | +20.7% | -13.6% | -1.8% |
| YTD | +8.3% | +11.1% | -2.8% | +2.0% |
| 1Y | +16.8% | +7.7% | +9.1% | +11.4% |
| 3Y | +115.0% | +61.3% | +53.7% | +69.2% |
| 5Y | +46.4% | +93.2% | -46.8% | +3.3% |
| 10Y | +230.2% | +286.7% | -56.5% | +63.8% |
| All | +310.6% | +331.6% | -21.0% | +78.7% |
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