+235.2%
SW vs FWONK
+276.6%
-41.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -5.1% | -6.2% | +1.1% | -4.3% |
| 30D | -4.6% | -0.6% | -4.0% | -4.5% |
| 3M | +9.4% | +11.1% | -1.7% | +7.9% |
| 6M | +3.5% | +11.7% | -8.2% | +2.0% |
| YTD | +22.0% | -3.1% | +25.1% | +22.3% |
| 1Y | +2.2% | -4.2% | +6.4% | +2.5% |
| 3Y | +19.6% | +38.3% | -18.8% | +15.1% |
| 5Y | -2.3% | +92.2% | -94.5% | -8.3% |
| 10Y | +181.4% | +355.4% | -174.0% | +153.6% |
| All | +235.2% | +276.6% | -41.4% | +205.7% |
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 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