+658.2%
SONY vs FWONK
+276.9%
+381.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +13.0% | +5.7% | +7.3% | +11.1% |
| 6M | +11.2% | +13.5% | -2.2% | +6.8% |
| YTD | -6.6% | -3.0% | -3.7% | -6.4% |
| 1Y | -18.1% | -6.4% | -11.7% | -17.2% |
| 3Y | +42.1% | +43.8% | -1.8% | +24.9% |
| 5Y | +11.0% | +98.6% | -87.5% | -12.2% |
| 10Y | +289.2% | +340.0% | -50.8% | +130.9% |
| All | +658.2% | +276.9% | +381.3% | +338.5% |
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