-2.3%
SW vs FWONK
+93.1%
-95.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | -5.1% | -6.2% | +1.1% | -3.1% |
| 30D | -4.6% | -0.6% | -4.0% | -4.5% |
| 3M | +9.4% | +11.1% | -1.7% | +5.5% |
| 6M | +3.5% | +11.7% | -8.2% | -0.4% |
| YTD | +22.0% | -3.1% | +25.1% | +22.6% |
| 1Y | +2.2% | -4.2% | +6.4% | +2.8% |
| 3Y | +19.6% | +38.3% | -18.8% | +6.7% |
| All | -2.3% | +93.1% | -95.4% | -27.7% |
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