+82.0%
UL vs FWONK
+276.9%
-194.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.5% | -7.7% | +8.2% | +1.8% |
| 3M | +7.2% | +5.7% | +1.5% | +6.3% |
| 6M | -3.1% | +13.5% | -16.5% | -5.1% |
| YTD | -2.7% | -3.0% | +0.2% | -2.5% |
| 1Y | -10.2% | -6.4% | -3.8% | -9.7% |
| 3Y | +20.3% | +43.8% | -23.6% | +11.7% |
| 5Y | +19.9% | +98.6% | -78.6% | +4.2% |
| 10Y | +66.5% | +340.0% | -273.5% | +21.1% |
| All | +82.0% | +276.9% | -194.9% | +27.4% |
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 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