+50.4%
STLA vs FWONK
+281.7%
-231.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.6% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -5.2% | -5.8% | +0.6% | -3.0% |
| 3M | -24.9% | +10.0% | -34.9% | -27.7% |
| 6M | -25.2% | +14.7% | -39.8% | -29.3% |
| YTD | -51.4% | -1.7% | -49.7% | -51.3% |
| 1Y | -40.7% | -4.6% | -36.1% | -40.1% |
| 3Y | -66.3% | +46.7% | -112.9% | -71.5% |
| 5Y | -63.2% | +99.4% | -162.6% | -72.6% |
| 10Y | +48.7% | +345.6% | -296.8% | -18.3% |
| All | +50.4% | +281.7% | -231.3% | -23.3% |
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