+1,111.5%
STLD vs FWONK
+340.2%
+771.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -8.9% | -7.7% | -1.1% | -6.1% |
| 3M | -14.0% | +5.7% | -19.7% | -16.4% |
| 6M | +30.8% | +13.5% | +17.4% | +23.1% |
| YTD | +42.3% | -3.0% | +45.2% | +42.1% |
| 1Y | +81.1% | -6.4% | +87.5% | +83.1% |
| 3Y | +149.2% | +43.8% | +105.4% | +104.9% |
| 5Y | +292.9% | +98.6% | +194.3% | +173.3% |
| All | +1,111.5% | +340.2% | +771.3% | +560.1% |
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