+29.8%
SNOW vs FWONK
+164.2%
-134.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -7.5% | -1.5% | -6.0% | -6.7% |
| 30D | -1.3% | -6.8% | +5.5% | +2.3% |
| 3M | +37.4% | +7.7% | +29.7% | +31.4% |
| 6M | +88.1% | +11.0% | +77.1% | +76.7% |
| YTD | +50.3% | -3.1% | +53.4% | +51.3% |
| 1Y | +46.0% | -3.5% | +49.5% | +46.5% |
| 3Y | +98.7% | +44.6% | +54.1% | +52.3% |
| 5Y | +3.5% | +98.3% | -94.7% | -28.9% |
| All | +29.8% | +164.2% | -134.4% | -15.1% |
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