+99.6%
STM vs FWONK
-4.6%
+104.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +5.8% | -6.2% | +12.0% | +6.0% |
| 30D | -1.0% | -0.6% | -0.4% | -1.2% |
| 3M | -33.3% | +11.1% | -44.3% | -34.8% |
| 6M | +57.4% | +11.7% | +45.6% | +53.2% |
| YTD | +102.2% | -3.1% | +105.2% | +100.5% |
| 1Y | +99.6% | -4.2% | +103.8% | +101.7% |
| All | +99.6% | -4.6% | +104.2% | +101.7% |
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