+234.3%
SO vs FWONK
+274.4%
-40.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.3% |
| 30D | -3.2% | -7.7% | +4.5% | -2.0% |
| 3M | -1.7% | +9.3% | -11.0% | -3.2% |
| 6M | -7.2% | +13.3% | -20.5% | -9.2% |
| YTD | +4.6% | -3.6% | +8.2% | +4.8% |
| 1Y | +1.2% | -6.8% | +8.0% | +1.8% |
| 3Y | +45.3% | +43.9% | +1.4% | +34.7% |
| 5Y | +58.7% | +94.4% | -35.7% | +37.9% |
| 10Y | +155.9% | +353.8% | -198.0% | +95.3% |
| All | +234.3% | +274.4% | -40.1% | +156.1% |
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