-50.1%
STZ vs FWONK
+43.1%
-93.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.5% |
| 7D | -7.4% | -2.1% | -5.3% | -7.2% |
| 30D | -10.9% | -7.7% | -3.2% | -10.0% |
| 3M | -13.4% | +9.3% | -22.7% | -14.3% |
| 6M | -16.2% | +13.3% | -29.5% | -17.5% |
| YTD | -10.4% | -3.6% | -6.8% | -10.2% |
| 1Y | -14.8% | -6.8% | -8.0% | -14.3% |
| 3Y | -50.1% | +43.9% | -94.0% | -52.8% |
| All | -50.1% | +43.1% | -93.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling