+0.7%
SPGI vs FWONK
+97.4%
-96.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -8.9% | -1.5% | -7.4% | -8.5% |
| 30D | +0.6% | -6.8% | +7.4% | +2.8% |
| 3M | +2.0% | +7.7% | -5.7% | -0.5% |
| 6M | +0.1% | +11.0% | -10.9% | -3.5% |
| YTD | -16.4% | -3.1% | -13.3% | -16.1% |
| 1Y | -18.9% | -3.5% | -15.5% | -18.8% |
| 3Y | +13.8% | +44.6% | -30.9% | -2.7% |
| All | +0.7% | +97.4% | -96.7% | -27.3% |
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