+470.7%
THC vs FWONK
+274.4%
+196.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -2.6% | -2.1% | -0.5% | -1.6% |
| 30D | -1.2% | -7.7% | +6.5% | +2.7% |
| 3M | +58.9% | +9.3% | +49.6% | +51.3% |
| 6M | +9.3% | +13.3% | -4.0% | +1.5% |
| YTD | +30.4% | -3.6% | +34.0% | +30.7% |
| 1Y | +34.6% | -6.8% | +41.4% | +36.7% |
| 3Y | +246.7% | +43.9% | +202.8% | +170.7% |
| 5Y | +244.5% | +94.4% | +150.1% | +123.0% |
| 10Y | +950.1% | +353.8% | +596.3% | +343.0% |
| All | +470.7% | +274.4% | +196.3% | +134.5% |
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