+12.0%
SHW vs FWONK
+97.7%
-85.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -10.0% | -7.7% | -2.3% | -8.1% |
| 3M | +2.3% | +5.7% | -3.5% | +0.7% |
| 6M | +0.7% | +13.5% | -12.8% | -2.9% |
| YTD | +0.5% | -3.0% | +3.5% | +0.9% |
| 1Y | -11.5% | -6.4% | -5.1% | -10.4% |
| 3Y | +21.3% | +43.8% | -22.5% | +7.2% |
| All | +12.0% | +97.7% | -85.7% | -12.7% |
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