+50.9%
STLA vs FWONK
+340.2%
-289.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +0.9% | -7.7% | +8.7% | +4.3% |
| 3M | -21.6% | +5.7% | -27.3% | -23.6% |
| 6M | -21.6% | +13.5% | -35.1% | -25.8% |
| YTD | -50.4% | -3.0% | -47.4% | -50.1% |
| 1Y | -43.6% | -6.4% | -37.2% | -42.6% |
| 3Y | -66.4% | +43.8% | -110.2% | -71.8% |
| 5Y | -62.3% | +98.6% | -160.9% | -72.4% |
| All | +50.9% | +340.2% | -289.3% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling