+133.6%
SLB vs FWONK
+95.7%
+37.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -2.4% | -1.5% | -0.9% | -2.1% |
| 30D | +4.9% | -6.8% | +11.7% | +6.4% |
| 3M | +1.4% | +7.7% | -6.3% | -0.6% |
| 6M | +17.6% | +11.0% | +6.7% | +14.0% |
| YTD | +48.3% | -3.1% | +51.4% | +48.7% |
| 1Y | +58.7% | -3.5% | +62.2% | +58.9% |
| 3Y | +0.6% | +44.6% | -44.1% | -10.6% |
| 5Y | +133.6% | +98.3% | +35.3% | +86.8% |
| All | +133.6% | +95.7% | +37.9% | +86.8% |
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