+156.3%
UMAC vs FWONK
-4.6%
+160.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.0% |
| 7D | -0.9% | -6.2% | +5.3% | -0.9% |
| 30D | -7.7% | -0.6% | -7.1% | -7.3% |
| 3M | -26.4% | +11.1% | -37.5% | -27.9% |
| 6M | +61.9% | +11.7% | +50.1% | +56.8% |
| YTD | +86.5% | -3.1% | +89.6% | +89.1% |
| 1Y | +156.3% | -4.2% | +160.5% | +180.9% |
| All | +156.3% | -4.6% | +160.9% | +180.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling