-67.6%
S vs FWONK
+97.7%
-165.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.6% |
| 6M | +39.5% | +13.5% | +26.0% | +27.2% |
| YTD | +31.7% | -3.0% | +34.6% | +32.2% |
| 1Y | +7.0% | -6.4% | +13.4% | +9.6% |
| 3Y | +11.8% | +43.8% | -32.1% | -20.7% |
| All | -67.6% | +97.7% | -165.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling