-14.3%
STZ vs FWONK
-5.1%
-9.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.3% |
| 7D | -6.0% | -0.6% | -5.4% | -6.0% |
| 30D | -8.9% | -5.8% | -3.1% | -8.4% |
| 3M | -12.6% | +10.0% | -22.6% | -12.8% |
| 6M | -17.2% | +14.7% | -31.9% | -17.6% |
| YTD | -10.0% | -1.7% | -8.3% | -11.3% |
| 1Y | -14.3% | -4.6% | -9.7% | -15.5% |
| All | -14.3% | -5.1% | -9.2% | -15.5% |
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 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