+10.3%
SONY vs FWONK
+97.7%
-87.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -7.7% | +9.3% | +4.0% |
| 3M | +13.0% | +5.7% | +7.3% | +11.0% |
| 6M | +11.2% | +13.5% | -2.2% | +6.6% |
| YTD | -6.6% | -3.0% | -3.7% | -6.3% |
| 1Y | -18.1% | -6.4% | -11.7% | -16.9% |
| 3Y | +42.1% | +43.8% | -1.8% | +23.4% |
| All | +10.3% | +97.7% | -87.4% | -17.2% |
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 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