+81.1%
STLD vs FWONK
-3.0%
+84.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -8.9% | -7.7% | -1.1% | -8.7% |
| 3M | -14.0% | +5.7% | -19.7% | -14.4% |
| 6M | +30.8% | +13.5% | +17.4% | +29.0% |
| YTD | +42.3% | -3.0% | +45.2% | +41.6% |
| 1Y | +81.1% | -6.4% | +87.5% | +85.6% |
| All | +81.1% | -3.0% | +84.1% | +85.6% |
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