+20.1%
SPYM vs FWONK
-4.6%
+24.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.1% | -6.2% | +6.3% | +0.5% |
| 30D | +0.1% | -0.6% | +0.6% | +0.1% |
| 3M | +2.0% | +11.1% | -9.1% | +0.9% |
| 6M | +13.1% | +11.7% | +1.3% | +11.6% |
| YTD | +13.6% | -3.1% | +16.7% | +12.9% |
| 1Y | +20.1% | -4.2% | +24.2% | +20.4% |
| All | +20.1% | -4.6% | +24.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling