+351.0%
SAN vs FWONK
+44.6%
+306.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.9% | -7.7% | +8.7% | +2.8% |
| 3M | +19.1% | +5.7% | +13.4% | +17.3% |
| 6M | +33.2% | +13.5% | +19.7% | +28.8% |
| YTD | +29.1% | -3.0% | +32.1% | +29.3% |
| 1Y | +50.2% | -6.4% | +56.7% | +51.6% |
| 3Y | +351.0% | +43.8% | +307.2% | +330.2% |
| All | +351.0% | +44.6% | +306.4% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling