+316.3%
TPR vs FWONK
+340.2%
-23.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -22.6% | -7.7% | -14.9% | -19.6% |
| 3M | -18.2% | +5.7% | -23.9% | -20.9% |
| 6M | -18.0% | +13.5% | -31.4% | -24.0% |
| YTD | -6.4% | -3.0% | -3.4% | -6.7% |
| 1Y | +12.3% | -6.4% | +18.7% | +13.5% |
| 3Y | +298.7% | +43.8% | +254.8% | +214.4% |
| 5Y | +232.5% | +98.6% | +133.9% | +116.6% |
| All | +316.3% | +340.2% | -23.9% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling