+655.9%
STM vs FWONK
+340.2%
+315.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -4.9% | -7.7% | +2.8% | -1.9% |
| 3M | -34.0% | +5.7% | -39.7% | -36.1% |
| 6M | +51.8% | +13.5% | +38.4% | +42.2% |
| YTD | +99.4% | -3.0% | +102.3% | +98.8% |
| 1Y | +99.1% | -6.4% | +105.5% | +101.2% |
| 3Y | +19.5% | +43.8% | -24.4% | -1.8% |
| 5Y | +19.5% | +98.6% | -79.1% | -15.3% |
| All | +655.9% | +340.2% | +315.7% | +314.5% |
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