+44.1%
TOST vs FWONK
+18.1%
+26.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.1% |
| 7D | -4.7% | +2.7% | -7.4% | -5.7% |
| 30D | +8.5% | +17.7% | -9.1% | +1.0% |
| 3M | -1.6% | +5.6% | -7.2% | -4.1% |
| 6M | +44.1% | +20.7% | +23.4% | +31.3% |
| All | +44.1% | +18.1% | +26.0% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling