-5.8%
SLB vs FWONK
+340.2%
-346.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +7.1% | -7.7% | +14.9% | +10.4% |
| 3M | +0.6% | +5.7% | -5.1% | -2.1% |
| 6M | +17.6% | +13.5% | +4.1% | +10.4% |
| YTD | +48.5% | -3.0% | +51.4% | +48.1% |
| 1Y | +59.4% | -6.4% | +65.8% | +60.9% |
| 3Y | -0.4% | +43.8% | -44.2% | -18.2% |
| 5Y | +133.8% | +98.6% | +35.2% | +59.3% |
| All | -5.8% | +340.2% | -346.0% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling