+219.9%
SLV vs FWONK
+340.2%
-120.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -1.6% | -7.7% | +6.1% | -0.6% |
| 3M | -4.4% | +5.7% | -10.2% | -5.2% |
| 6M | -25.4% | +13.5% | -38.9% | -26.6% |
| YTD | -9.8% | -3.0% | -6.8% | -9.7% |
| 1Y | +53.8% | -6.4% | +60.2% | +54.5% |
| 3Y | +174.7% | +43.8% | +130.8% | +160.8% |
| 5Y | +164.3% | +98.6% | +65.7% | +141.4% |
| All | +219.9% | +340.2% | -120.3% | +179.8% |
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 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