-19.9%
RUN vs FWONK
+252.4%
-272.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -3.4% | -1.5% | -1.8% | -2.8% |
| 30D | -14.0% | -6.8% | -7.2% | -11.3% |
| 3M | -27.5% | +7.7% | -35.2% | -30.2% |
| 6M | -29.0% | +11.0% | -39.9% | -32.7% |
| YTD | -53.1% | -3.1% | -50.0% | -53.5% |
| 1Y | -46.7% | -3.5% | -43.3% | -47.2% |
| 3Y | -38.3% | +44.6% | -82.9% | -51.2% |
| 5Y | -80.7% | +98.3% | -179.0% | -86.7% |
| 10Y | +42.4% | +339.3% | -296.9% | -25.7% |
| All | -19.9% | +252.4% | -272.3% | -57.1% |
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