+1,988.9%
TER vs FWONK
+281.7%
+1,707.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +12.4% | -0.6% | +13.0% | +12.6% |
| 30D | +5.1% | -5.8% | +10.9% | +7.3% |
| 3M | +4.0% | +10.0% | -6.1% | -0.8% |
| 6M | +29.5% | +14.7% | +14.9% | +21.3% |
| YTD | +98.5% | -1.7% | +100.2% | +96.4% |
| 1Y | +234.1% | -4.6% | +238.7% | +234.0% |
| 3Y | +289.0% | +46.7% | +242.4% | +226.5% |
| 5Y | +228.2% | +99.4% | +128.8% | +145.8% |
| 10Y | +1,895.7% | +345.6% | +1,550.1% | +1,019.6% |
| All | +1,988.9% | +281.7% | +1,707.2% | +1,055.8% |
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 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