+126.9%
SPG vs FWONK
+274.4%
-147.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | -2.1% | +2.1% | +0.8% |
| 30D | -4.9% | -7.7% | +2.7% | -1.9% |
| 3M | +3.3% | +9.3% | -6.0% | -0.6% |
| 6M | +11.2% | +13.3% | -2.1% | +5.0% |
| YTD | +17.1% | -3.6% | +20.7% | +17.5% |
| 1Y | +21.6% | -6.8% | +28.4% | +23.3% |
| 3Y | +111.9% | +43.9% | +68.0% | +74.9% |
| 5Y | +106.9% | +94.4% | +12.5% | +45.9% |
| 10Y | +62.2% | +353.8% | -291.6% | -11.6% |
| All | +126.9% | +274.4% | -147.6% | +20.8% |
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