+225.2%
TPR vs FWONK
+95.7%
+129.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -5.1% | -1.5% | -3.6% | -4.6% |
| 30D | -27.6% | -6.8% | -20.8% | -25.6% |
| 3M | -17.5% | +7.7% | -25.2% | -20.3% |
| 6M | -21.3% | +11.0% | -32.3% | -25.5% |
| YTD | -8.5% | -3.1% | -5.3% | -8.3% |
| 1Y | +11.5% | -3.5% | +14.9% | +11.4% |
| 3Y | +288.0% | +44.6% | +243.4% | +214.6% |
| 5Y | +225.2% | +98.3% | +126.9% | +100.7% |
| All | +225.2% | +95.7% | +129.5% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling