+272.9%
UNP vs FWONK
+281.7%
-8.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -2.1% | -5.8% | +3.7% | -0.5% |
| 3M | +5.4% | +10.0% | -4.6% | +2.4% |
| 6M | +13.4% | +14.7% | -1.3% | +8.5% |
| YTD | +25.0% | -1.7% | +26.7% | +24.7% |
| 1Y | +34.6% | -4.6% | +39.2% | +35.2% |
| 3Y | +43.6% | +46.7% | -3.0% | +25.1% |
| 5Y | +51.7% | +99.4% | -47.7% | +18.3% |
| 10Y | +282.5% | +345.6% | -63.0% | +125.8% |
| All | +272.9% | +281.7% | -8.8% | +109.0% |
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