+23.6%
SAN vs FWONK
+0.2%
+23.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +2.9% | +5.5% |
| 7D | +4.5% | +8.9% | -4.4% | +2.4% |
| 30D | -12.1% | +4.1% | -16.2% | -12.9% |
| 3M | -15.6% | +2.6% | -18.1% | -16.1% |
| 6M | +5.8% | +12.2% | -6.4% | +2.1% |
| YTD | +5.5% | +0.4% | +5.0% | +7.2% |
| 1Y | +23.6% | -1.8% | +25.4% | +31.6% |
| All | +23.6% | +0.2% | +23.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling