+173.7%
UAL vs FWONK
+274.4%
-100.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +3.5% | -2.1% | +5.5% | +4.5% |
| 30D | -16.5% | -7.7% | -8.8% | -13.1% |
| 3M | +2.8% | +9.3% | -6.5% | -2.4% |
| 6M | +17.6% | +13.3% | +4.2% | +9.5% |
| YTD | -3.2% | -3.6% | +0.4% | -2.7% |
| 1Y | +0.4% | -6.8% | +7.2% | +2.3% |
| 3Y | +128.2% | +43.9% | +84.3% | +84.8% |
| 5Y | +137.7% | +94.4% | +43.3% | +63.9% |
| 10Y | +99.1% | +353.8% | -254.7% | -1.2% |
| All | +173.7% | +274.4% | -100.7% | +42.7% |
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