-3.4%
SHW vs FWONK
+13.1%
-16.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -4.5% | -1.5% | -2.9% | -3.9% |
| 30D | -12.7% | -6.8% | -5.9% | -10.4% |
| 3M | +4.7% | +7.7% | -3.0% | +1.9% |
| 6M | -3.4% | +11.0% | -14.4% | -7.7% |
| All | -3.4% | +13.1% | -16.6% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling