-0.9%
TSLA vs FWONK
-3.0%
+2.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | -7.7% | +19.3% | +12.9% |
| 3M | -8.4% | +5.7% | -14.2% | -9.5% |
| 6M | -10.4% | +13.5% | -23.9% | -12.4% |
| YTD | -18.7% | -3.0% | -15.8% | -17.8% |
| 1Y | -0.9% | -6.4% | +5.5% | +2.7% |
| All | -0.9% | -3.0% | +2.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling