+7.2%
SYK vs FWONK
+97.7%
-90.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -9.1% | +0.1% | -9.2% | -9.1% |
| 30D | -20.6% | -7.7% | -12.9% | -18.9% |
| 3M | -9.6% | +5.7% | -15.3% | -11.0% |
| 6M | -19.9% | +13.5% | -33.3% | -22.8% |
| YTD | -21.2% | -3.0% | -18.2% | -20.9% |
| 1Y | -28.4% | -6.4% | -22.0% | -27.6% |
| 3Y | -5.3% | +43.8% | -49.2% | -17.6% |
| All | +7.2% | +97.7% | -90.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling