+167.6%
SYK vs FWONK
+339.5%
-171.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -12.3% | -1.5% | -10.8% | -11.9% |
| 30D | -22.4% | -6.8% | -15.7% | -20.6% |
| 3M | -12.3% | +7.7% | -20.0% | -14.6% |
| 6M | -24.3% | +11.0% | -35.3% | -27.2% |
| YTD | -22.8% | -3.1% | -19.6% | -22.5% |
| 1Y | -28.8% | -3.5% | -25.3% | -28.7% |
| 3Y | -4.0% | +44.6% | -48.6% | -18.4% |
| 5Y | +3.8% | +98.3% | -94.4% | -22.7% |
| All | +167.6% | +339.5% | -171.9% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling