+345.3%
SAN vs FWONK
+340.2%
+5.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.9% | -7.7% | +8.7% | +3.9% |
| 3M | +19.1% | +5.7% | +13.4% | +16.3% |
| 6M | +33.2% | +13.5% | +19.7% | +26.4% |
| YTD | +29.1% | -3.0% | +32.1% | +29.4% |
| 1Y | +50.2% | -6.4% | +56.7% | +52.4% |
| 3Y | +351.0% | +43.8% | +307.2% | +280.1% |
| 5Y | +394.7% | +98.6% | +296.1% | +262.9% |
| All | +345.3% | +340.2% | +5.1% | +176.8% |
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