+252.8%
SPOT vs FWONK
+233.8%
+19.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +7.4% | -7.7% | +15.1% | +11.0% |
| 3M | +8.2% | +5.7% | +2.5% | +5.5% |
| 6M | +2.2% | +13.5% | -11.2% | -3.4% |
| YTD | -9.5% | -3.0% | -6.5% | -9.0% |
| 1Y | -23.8% | -6.4% | -17.4% | -22.5% |
| 3Y | +233.5% | +43.8% | +189.6% | +182.6% |
| 5Y | +112.2% | +98.6% | +13.6% | +60.9% |
| All | +252.8% | +233.8% | +19.0% | +157.8% |
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