+94.0%
STZ vs FWONK
+330.0%
-236.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.6% | +2.5% | 0.0% | +2.0% |
| 30D | +15.2% | +20.0% | -4.8% | +10.7% |
| 3M | +7.6% | +5.2% | +2.5% | +6.3% |
| 6M | +5.3% | +18.7% | -13.4% | +1.2% |
| YTD | +8.6% | +10.7% | -2.0% | +5.7% |
| 1Y | +15.6% | +8.2% | +7.3% | +12.9% |
| 3Y | -35.2% | +64.6% | -99.7% | -43.1% |
| 5Y | -29.1% | +92.5% | -121.6% | -41.1% |
| 10Y | +12.9% | +285.3% | -272.4% | -23.4% |
| All | +94.0% | +330.0% | -236.0% | +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