-14.4%
SMR vs FWONK
+63.2%
-77.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.3% |
| 30D | -10.2% | -7.7% | -2.5% | -7.6% |
| 3M | -10.0% | +5.7% | -15.7% | -12.7% |
| 6M | -30.5% | +13.5% | -43.9% | -34.5% |
| YTD | -39.2% | -3.0% | -36.3% | -39.3% |
| 1Y | -75.5% | -6.4% | -69.1% | -75.1% |
| 3Y | +45.4% | +43.8% | +1.6% | +29.6% |
| All | -14.4% | +63.2% | -77.6% | -26.9% |
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