-38.2%
STZ vs FWONK
+98.5%
-136.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.2% |
| 7D | -6.0% | -0.6% | -5.4% | -5.9% |
| 30D | -8.9% | -5.8% | -3.1% | -8.0% |
| 3M | -12.6% | +10.0% | -22.6% | -13.8% |
| 6M | -17.2% | +14.7% | -31.9% | -19.0% |
| YTD | -10.0% | -1.7% | -8.3% | -10.0% |
| 1Y | -14.3% | -4.6% | -9.7% | -14.0% |
| 3Y | -49.9% | +46.7% | -96.6% | -53.7% |
| 5Y | -38.2% | +99.4% | -137.6% | -48.0% |
| All | -38.2% | +98.5% | -136.7% | -48.0% |
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