-53.5%
S vs FWONK
+101.7%
-155.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | -11.4% | -7.7% | -3.7% | -7.0% |
| 3M | +33.8% | +5.7% | +28.1% | +28.5% |
| 6M | +39.5% | +13.5% | +26.0% | +27.1% |
| YTD | +31.7% | -3.0% | +34.6% | +32.2% |
| 1Y | +7.0% | -6.4% | +13.4% | +9.5% |
| 3Y | +11.8% | +43.8% | -32.1% | -20.6% |
| 5Y | -69.0% | +98.6% | -167.6% | -83.1% |
| All | -53.5% | +101.7% | -155.3% | -75.0% |
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