+1.8%
TLT vs FWONK
+281.7%
-279.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | 0.0% | -5.8% | +5.8% | -0.3% |
| 3M | -2.9% | +10.0% | -12.9% | -2.4% |
| 6M | -6.3% | +14.7% | -20.9% | -5.5% |
| YTD | -3.3% | -1.7% | -1.6% | -3.4% |
| 1Y | -4.2% | -4.6% | +0.4% | -4.4% |
| 3Y | -1.7% | +46.7% | -48.3% | +1.1% |
| 5Y | -34.9% | +99.4% | -134.3% | -31.0% |
| 10Y | -19.8% | +345.6% | -365.4% | -6.1% |
| All | +1.8% | +281.7% | -279.9% | +23.4% |
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