+36.4%
UPS vs FWONK
+340.2%
-303.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.0% | -7.7% | +5.8% | -0.4% |
| 3M | -6.2% | +5.7% | -11.9% | -7.5% |
| 6M | +2.8% | +13.5% | -10.7% | -0.3% |
| YTD | +5.9% | -3.0% | +8.9% | +6.0% |
| 1Y | +26.2% | -6.4% | +32.7% | +27.1% |
| 3Y | -26.0% | +43.8% | -69.8% | -33.2% |
| 5Y | -34.3% | +98.6% | -132.8% | -45.3% |
| All | +36.4% | +340.2% | -303.8% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling