+282.9%
SPGI vs FWONK
+340.2%
-57.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +0.4% | -7.7% | +8.1% | +2.9% |
| 3M | +5.3% | +5.7% | -0.5% | +3.2% |
| 6M | +1.7% | +13.5% | -11.8% | -2.8% |
| YTD | -16.4% | -3.0% | -13.4% | -16.2% |
| 1Y | -20.5% | -6.4% | -14.1% | -19.6% |
| 3Y | +14.2% | +43.8% | -29.6% | -1.6% |
| 5Y | +0.6% | +98.6% | -98.0% | -23.4% |
| All | +282.9% | +340.2% | -57.3% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling