+87.2%
STLD vs FWONK
-4.6%
+91.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +3.1% | -6.2% | +9.3% | +3.3% |
| 30D | -9.0% | -0.6% | -8.4% | -9.1% |
| 3M | -12.4% | +11.1% | -23.5% | -13.1% |
| 6M | +25.5% | +11.7% | +13.8% | +23.8% |
| YTD | +43.6% | -3.1% | +46.7% | +43.0% |
| 1Y | +87.2% | -4.2% | +91.4% | +86.8% |
| All | +87.2% | -4.6% | +91.8% | +86.8% |
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 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