+76.9%
SPY vs FWONK
+44.6%
+32.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | -7.7% | +6.7% | +0.5% |
| 3M | +3.9% | +5.7% | -1.9% | +2.4% |
| 6M | +13.6% | +13.5% | +0.1% | +10.1% |
| YTD | +12.7% | -3.0% | +15.6% | +12.9% |
| 1Y | +17.5% | -6.4% | +23.9% | +18.7% |
| 3Y | +76.9% | +43.8% | +33.1% | +62.9% |
| All | +76.9% | +44.6% | +32.3% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling