+143.0%
SWKS vs FWONK
+330.0%
-187.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.4% | +2.5% | +6.9% | +8.4% |
| 30D | +17.0% | +20.0% | -3.0% | +8.6% |
| 3M | +28.9% | +5.2% | +23.8% | +25.6% |
| 6M | +33.1% | +18.7% | +14.4% | +22.9% |
| YTD | +44.8% | +10.7% | +34.1% | +36.8% |
| 1Y | +36.2% | +8.2% | +28.0% | +29.8% |
| 3Y | +11.5% | +64.6% | -53.1% | -13.0% |
| 5Y | -37.1% | +92.5% | -129.6% | -54.7% |
| 10Y | +49.9% | +285.3% | -235.4% | -24.2% |
| All | +143.0% | +330.0% | -187.0% | +5.1% |
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