+97.3%
TROW vs FWONK
+276.9%
-179.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.6% | -7.7% | +3.1% | -2.1% |
| 3M | -0.7% | +5.7% | -6.4% | -2.8% |
| 6M | +22.2% | +13.5% | +8.7% | +16.4% |
| YTD | +6.6% | -3.0% | +9.6% | +6.7% |
| 1Y | +5.8% | -6.4% | +12.2% | +7.1% |
| 3Y | +11.6% | +43.8% | -32.2% | -4.0% |
| 5Y | -38.9% | +98.6% | -137.5% | -53.1% |
| 10Y | +128.5% | +340.0% | -211.5% | +35.1% |
| All | +97.3% | +276.9% | -179.7% | +11.7% |
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 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