+375.1%
SPY vs FWONK
+281.7%
+93.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -0.4% | -0.6% | +0.3% | -0.2% |
| 30D | -1.4% | -5.8% | +4.4% | +0.1% |
| 3M | +3.7% | +10.0% | -6.3% | +0.8% |
| 6M | +13.0% | +14.7% | -1.7% | +8.4% |
| YTD | +12.4% | -1.7% | +14.1% | +12.1% |
| 1Y | +18.5% | -4.6% | +23.2% | +18.9% |
| 3Y | +77.6% | +46.7% | +31.0% | +56.4% |
| 5Y | +81.7% | +99.4% | -17.7% | +45.8% |
| 10Y | +319.7% | +345.6% | -25.9% | +168.2% |
| All | +375.1% | +281.7% | +93.4% | +190.2% |
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