-5.3%
SYK vs FWONK
+7.3%
-12.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.7% | -9.0% | -3.1% |
| 7D | +7.5% | +15.0% | -7.5% | +3.9% |
| 30D | +20.4% | +11.5% | +9.0% | +17.0% |
| 3M | -0.3% | +10.9% | -11.2% | -2.9% |
| 6M | +14.2% | +21.9% | -7.7% | +9.4% |
| YTD | -3.8% | +8.1% | -12.0% | -9.1% |
| 1Y | -5.3% | +5.0% | -10.3% | -9.2% |
| All | -5.3% | +7.3% | -12.5% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling