+467.2%
TDY vs FWONK
+340.2%
+127.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -12.0% | -7.7% | -4.3% | -9.7% |
| 3M | -3.2% | +5.7% | -8.9% | -5.5% |
| 6M | -7.9% | +13.5% | -21.3% | -12.5% |
| YTD | +18.2% | -3.0% | +21.2% | +18.2% |
| 1Y | +6.7% | -6.4% | +13.1% | +7.9% |
| 3Y | +47.5% | +43.8% | +3.7% | +25.3% |
| 5Y | +39.5% | +98.6% | -59.1% | +2.8% |
| All | +467.2% | +340.2% | +127.0% | +233.3% |
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 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