-31.7%
SLB vs FWONK
+274.4%
-306.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +13.6% | -7.7% | +21.3% | +16.8% |
| 3M | +1.5% | +9.3% | -7.8% | -2.2% |
| 6M | +23.0% | +13.3% | +9.7% | +16.2% |
| YTD | +51.2% | -3.6% | +54.8% | +51.3% |
| 1Y | +63.5% | -6.8% | +70.3% | +65.0% |
| 3Y | +2.5% | +43.9% | -41.4% | -14.1% |
| 5Y | +139.2% | +94.4% | +44.8% | +72.5% |
| 10Y | -4.8% | +353.8% | -358.6% | -48.5% |
| All | -31.7% | +274.4% | -306.1% | -65.5% |
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