-77.7%
SNAP vs FWONK
+210.7%
-288.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.3% |
| 7D | +0.7% | -6.2% | +6.9% | +4.0% |
| 30D | +2.6% | -0.6% | +3.2% | +2.8% |
| 3M | -9.9% | +11.1% | -21.0% | -14.9% |
| 6M | +1.9% | +11.7% | -9.9% | -4.5% |
| YTD | -32.2% | -3.1% | -29.2% | -32.0% |
| 1Y | -22.8% | -4.2% | -18.7% | -22.3% |
| 3Y | -47.6% | +38.3% | -86.0% | -57.5% |
| 5Y | -92.7% | +92.2% | -184.9% | -94.9% |
| All | -77.7% | +210.7% | -288.4% | -86.7% |
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