+625.4%
STM vs FWONK
+274.4%
+351.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +5.2% | -2.1% | +7.3% | +6.1% |
| 30D | -7.4% | -7.7% | +0.3% | -4.6% |
| 3M | -30.6% | +9.3% | -39.9% | -33.6% |
| 6M | +66.4% | +13.3% | +53.0% | +56.5% |
| YTD | +101.1% | -3.6% | +104.8% | +101.2% |
| 1Y | +97.4% | -6.8% | +104.1% | +99.7% |
| 3Y | +21.1% | +43.9% | -22.7% | +0.9% |
| 5Y | +22.5% | +94.4% | -72.0% | -10.2% |
| 10Y | +657.6% | +353.8% | +303.8% | +292.9% |
| All | +625.4% | +274.4% | +351.0% | +249.2% |
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