+312.1%
ROST vs FWONK
+340.2%
-28.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | -7.7% | +0.9% | -4.3% |
| 3M | -3.3% | +5.7% | -9.0% | -5.5% |
| 6M | +9.0% | +13.5% | -4.4% | +3.6% |
| YTD | +28.9% | -3.0% | +31.8% | +28.9% |
| 1Y | +54.0% | -6.4% | +60.4% | +55.7% |
| 3Y | +100.7% | +43.8% | +56.9% | +68.7% |
| 5Y | +116.0% | +98.6% | +17.5% | +56.4% |
| All | +312.1% | +340.2% | -28.1% | +141.0% |
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