+93.8%
STZ vs FWONK
+329.6%
-235.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +5.3% | +14.0% | -8.7% | +2.4% |
| 30D | +19.6% | +15.8% | +3.7% | +15.8% |
| 3M | +10.0% | +6.0% | +3.9% | +8.5% |
| 6M | -0.3% | +15.3% | -15.6% | -3.6% |
| YTD | +8.6% | +10.6% | -2.0% | +5.6% |
| 1Y | +16.6% | +7.0% | +9.6% | +14.2% |
| 3Y | -34.8% | +60.6% | -95.4% | -42.5% |
| 5Y | -27.8% | +92.6% | -120.4% | -40.1% |
| 10Y | +12.5% | +300.7% | -288.2% | -24.1% |
| All | +93.8% | +329.6% | -235.8% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling