+216.4%
TER vs FWONK
+97.7%
+118.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.3% |
| 30D | -5.7% | -7.7% | +2.1% | -2.5% |
| 3M | -0.4% | +5.7% | -6.1% | -4.6% |
| 6M | +25.8% | +13.5% | +12.4% | +15.8% |
| YTD | +96.4% | -3.0% | +99.4% | +95.1% |
| 1Y | +229.2% | -6.4% | +235.6% | +233.1% |
| 3Y | +288.1% | +43.8% | +244.3% | +205.2% |
| All | +216.4% | +97.7% | +118.7% | +85.5% |
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 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