+373.8%
RY vs FWONK
+340.2%
+33.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -3.6% | -7.7% | +4.2% | -1.6% |
| 3M | +3.9% | +5.7% | -1.8% | +2.2% |
| 6M | +26.4% | +13.5% | +12.9% | +21.7% |
| YTD | +22.3% | -3.0% | +25.3% | +22.5% |
| 1Y | +43.7% | -6.4% | +50.1% | +45.0% |
| 3Y | +154.0% | +43.8% | +110.1% | +124.6% |
| 5Y | +137.6% | +98.6% | +39.0% | +88.5% |
| All | +373.8% | +340.2% | +33.6% | +217.0% |
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