-67.1%
SE vs FWONK
+97.7%
-164.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.4% |
| 30D | -17.1% | -7.7% | -9.3% | -12.5% |
| 3M | +24.0% | +5.7% | +18.3% | +18.2% |
| 6M | +21.0% | +13.5% | +7.5% | +8.6% |
| YTD | -16.7% | -3.0% | -13.8% | -16.3% |
| 1Y | -45.9% | -6.4% | -39.5% | -44.4% |
| 3Y | +177.8% | +43.8% | +134.0% | +89.3% |
| All | -67.1% | +97.7% | -164.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling