+2,119.0%
STRL vs FWONK
+95.7%
+2,023.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | +5.4% | -1.5% | +6.9% | +5.9% |
| 30D | -9.0% | -6.8% | -2.2% | -7.1% |
| 3M | -37.1% | +7.7% | -44.8% | -39.4% |
| 6M | +17.8% | +11.0% | +6.9% | +11.5% |
| YTD | +58.3% | -3.1% | +61.4% | +57.8% |
| 1Y | +61.0% | -3.5% | +64.5% | +60.3% |
| 3Y | +517.8% | +44.6% | +473.2% | +419.3% |
| 5Y | +2,119.0% | +98.3% | +2,020.8% | +1,497.0% |
| All | +2,119.0% | +95.7% | +2,023.3% | +1,497.0% |
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