+117.8%
SHEL vs FWONK
+276.9%
-159.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | +8.4% | -7.7% | +16.1% | +10.9% |
| 3M | +13.7% | +5.7% | +8.0% | +11.4% |
| 6M | +12.7% | +13.5% | -0.8% | +7.5% |
| YTD | +35.3% | -3.0% | +38.3% | +35.3% |
| 1Y | +39.4% | -6.4% | +45.8% | +40.6% |
| 3Y | +71.5% | +43.8% | +27.6% | +46.7% |
| 5Y | +195.0% | +98.6% | +96.4% | +121.0% |
| 10Y | +211.1% | +340.0% | -128.9% | +74.2% |
| All | +117.8% | +276.9% | -159.1% | +15.5% |
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