+357.3%
SCHW vs FWONK
+276.9%
+80.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.6% | -7.7% | +6.1% | +1.0% |
| 3M | +21.3% | +5.7% | +15.5% | +18.7% |
| 6M | +16.5% | +13.5% | +3.0% | +10.8% |
| YTD | +8.4% | -3.0% | +11.4% | +8.4% |
| 1Y | +15.6% | -6.4% | +22.0% | +16.9% |
| 3Y | +86.8% | +43.8% | +43.0% | +59.5% |
| 5Y | +60.5% | +98.6% | -38.1% | +20.0% |
| 10Y | +297.7% | +340.0% | -42.3% | +114.8% |
| All | +357.3% | +276.9% | +80.4% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling