+1,596.9%
STLD vs FWONK
+274.4%
+1,322.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.7% | -2.1% | +4.7% | +3.5% |
| 30D | -8.4% | -7.7% | -0.8% | -5.7% |
| 3M | -9.9% | +9.3% | -19.2% | -13.4% |
| 6M | +33.0% | +13.3% | +19.7% | +25.5% |
| YTD | +42.6% | -3.6% | +46.2% | +42.8% |
| 1Y | +80.8% | -6.8% | +87.5% | +82.8% |
| 3Y | +143.4% | +43.9% | +99.6% | +102.2% |
| 5Y | +293.4% | +94.4% | +199.0% | +182.4% |
| 10Y | +1,080.4% | +353.8% | +726.6% | +481.0% |
| All | +1,596.9% | +274.4% | +1,322.5% | +695.0% |
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