+222.4%
SW vs FWONK
+319.3%
-96.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.3% | +15.0% | -12.7% | +0.5% |
| 30D | +6.8% | +11.3% | -4.5% | +5.3% |
| 3M | -5.2% | +6.7% | -11.9% | -6.1% |
| 6M | +7.4% | +19.9% | -12.5% | +4.8% |
| YTD | +17.4% | +7.9% | +9.5% | +15.9% |
| 1Y | +27.1% | +3.0% | +24.1% | +26.2% |
| 3Y | +47.9% | +63.6% | -15.8% | +39.6% |
| 5Y | -2.6% | +88.3% | -90.8% | -9.2% |
| 10Y | +182.7% | +309.3% | -126.6% | +151.4% |
| All | +222.4% | +319.3% | -96.9% | +189.8% |
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 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