+116.6%
T vs FWONK
+281.7%
-165.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | +4.6% | -5.8% | +10.3% | +5.6% |
| 3M | +12.2% | +10.0% | +2.2% | +10.2% |
| 6M | -6.5% | +14.7% | -21.1% | -9.0% |
| YTD | +4.9% | -1.7% | +6.6% | +4.7% |
| 1Y | -10.5% | -4.6% | -5.9% | -10.3% |
| 3Y | +104.6% | +46.7% | +57.9% | +86.1% |
| 5Y | +64.2% | +99.4% | -35.2% | +38.3% |
| 10Y | +68.4% | +345.6% | -277.1% | +21.0% |
| All | +116.6% | +281.7% | -165.1% | +51.5% |
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