+262.2%
UMC vs FWONK
+44.6%
+217.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +17.2% | -7.7% | +25.0% | +18.0% |
| 3M | +11.4% | +5.7% | +5.7% | +9.9% |
| 6M | +137.5% | +13.5% | +124.0% | +131.6% |
| YTD | +193.1% | -3.0% | +196.1% | +192.3% |
| 1Y | +240.3% | -6.4% | +246.7% | +241.6% |
| 3Y | +262.2% | +43.8% | +218.4% | +237.5% |
| All | +262.2% | +44.6% | +217.6% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling