-66.5%
U vs FWONK
+97.7%
-164.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -1.3% | -7.7% | +6.5% | +4.7% |
| 3M | +64.6% | +5.7% | +58.9% | +57.8% |
| 6M | +119.4% | +13.5% | +105.9% | +98.6% |
| YTD | -0.5% | -3.0% | +2.5% | +0.7% |
| 1Y | +1.3% | -6.4% | +7.7% | +4.7% |
| 3Y | +15.6% | +43.8% | -28.2% | -21.2% |
| All | -66.5% | +97.7% | -164.2% | -83.6% |
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 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