+33.6%
TSLA vs FWONK
+44.6%
-11.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +11.6% | -7.7% | +19.3% | +15.7% |
| 3M | -8.4% | +5.7% | -14.2% | -11.3% |
| 6M | -10.4% | +13.5% | -23.9% | -16.5% |
| YTD | -18.7% | -3.0% | -15.8% | -18.1% |
| 1Y | -0.9% | -6.4% | +5.5% | +1.6% |
| 3Y | +33.6% | +43.8% | -10.3% | +18.4% |
| All | +33.6% | +44.6% | -11.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling