-47.2%
SM vs FWONK
+276.3%
-323.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.5% |
| 7D | +2.1% | -1.5% | +3.7% | +3.2% |
| 30D | +18.1% | -6.8% | +24.9% | +23.4% |
| 3M | +17.0% | +7.7% | +9.3% | +9.7% |
| 6M | +55.4% | +11.0% | +44.5% | +39.8% |
| YTD | +108.6% | -3.1% | +111.7% | +105.9% |
| 1Y | +45.7% | -3.5% | +49.1% | +43.5% |
| 3Y | -0.3% | +44.6% | -44.9% | -31.3% |
| 5Y | +113.0% | +98.3% | +14.8% | +8.8% |
| 10Y | +21.0% | +339.3% | -318.3% | -60.8% |
| All | -47.2% | +276.3% | -323.5% | -84.2% |
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