+346.8%
RY vs FWONK
+274.4%
+72.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | -1.0% | -7.7% | +6.7% | +0.9% |
| 3M | +7.6% | +9.3% | -1.7% | +5.1% |
| 6M | +29.5% | +13.3% | +16.1% | +25.0% |
| YTD | +24.2% | -3.6% | +27.8% | +24.6% |
| 1Y | +46.4% | -6.8% | +53.2% | +47.8% |
| 3Y | +159.4% | +43.9% | +115.6% | +131.2% |
| 5Y | +141.8% | +94.4% | +47.4% | +96.3% |
| 10Y | +373.9% | +353.8% | +20.1% | +201.5% |
| All | +346.8% | +274.4% | +72.3% | +176.0% |
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