+171.9%
SAP vs FWONK
+340.2%
-168.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +1.1% | -7.7% | +8.8% | +3.4% |
| 3M | +26.1% | +5.7% | +20.4% | +24.1% |
| 6M | +9.8% | +13.5% | -3.7% | +5.7% |
| YTD | -13.6% | -3.0% | -10.6% | -13.2% |
| 1Y | -18.7% | -6.4% | -12.3% | -17.6% |
| 3Y | +54.1% | +43.8% | +10.3% | +36.2% |
| 5Y | +54.7% | +98.6% | -43.8% | +23.7% |
| All | +171.9% | +340.2% | -168.3% | +84.8% |
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