+17.7%
STM vs FWONK
+95.7%
-78.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -1.1% | -1.5% | +0.5% | -0.4% |
| 30D | -7.8% | -6.8% | -1.0% | -5.2% |
| 3M | -28.2% | +7.7% | -35.9% | -31.3% |
| 6M | +52.0% | +11.0% | +41.0% | +42.8% |
| YTD | +96.4% | -3.1% | +99.5% | +96.1% |
| 1Y | +98.8% | -3.5% | +102.3% | +98.4% |
| 3Y | +18.3% | +44.6% | -26.3% | -6.3% |
| 5Y | +17.7% | +98.3% | -80.6% | -28.0% |
| All | +17.7% | +95.7% | -78.0% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling