+658.6%
ROST vs FWONK
+276.3%
+382.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -2.5% | -1.5% | -0.9% | -2.0% |
| 30D | -10.3% | -6.8% | -3.5% | -8.4% |
| 3M | -2.6% | +7.7% | -10.3% | -5.1% |
| 6M | +6.5% | +11.0% | -4.4% | +2.5% |
| YTD | +25.9% | -3.1% | +29.0% | +26.0% |
| 1Y | +52.3% | -3.5% | +55.8% | +52.3% |
| 3Y | +94.6% | +44.6% | +49.9% | +67.0% |
| 5Y | +111.1% | +98.3% | +12.8% | +60.4% |
| 10Y | +308.9% | +339.3% | -30.4% | +146.3% |
| All | +658.6% | +276.3% | +382.2% | +342.0% |
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 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