-38.4%
U vs FWONK
+166.4%
-204.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +1.0% |
| 30D | -4.1% | -6.8% | +2.7% | +0.4% |
| 3M | +57.8% | +7.7% | +50.1% | +50.2% |
| 6M | +103.5% | +11.0% | +92.6% | +89.3% |
| YTD | -4.8% | -3.1% | -1.6% | -3.6% |
| 1Y | -2.4% | -3.5% | +1.1% | -1.7% |
| 3Y | +11.7% | +44.6% | -33.0% | -18.8% |
| 5Y | -68.9% | +98.3% | -167.1% | -79.7% |
| All | -38.4% | +166.4% | -204.8% | -57.9% |
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