-25.9%
STRL vs FWONK
+0.2%
-26.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.5% | -25.0% | -20.2% |
| 7D | -27.1% | +8.9% | -35.9% | -25.0% |
| 30D | -45.8% | +4.1% | -49.9% | -45.0% |
| 3M | -47.6% | +2.6% | -50.2% | -47.0% |
| 6M | -46.4% | +12.2% | -58.6% | -45.5% |
| YTD | -7.4% | +0.4% | -7.8% | -2.0% |
| 1Y | -25.9% | -1.8% | -24.0% | -19.6% |
| All | -25.9% | +0.2% | -26.0% | -19.6% |
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