+105.9%
USB vs FWONK
+369.9%
-264.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +2.1% | -2.1% | +4.2% | +2.9% |
| 30D | -2.3% | -7.7% | +5.4% | +0.5% |
| 3M | +13.9% | +9.3% | +4.6% | +9.8% |
| 6M | +21.6% | +13.3% | +8.2% | +15.2% |
| YTD | +19.3% | -3.6% | +22.9% | +19.7% |
| 1Y | +33.6% | -6.8% | +40.3% | +35.2% |
| 3Y | +97.7% | +43.9% | +53.9% | +67.3% |
| 5Y | +40.4% | +94.4% | -54.0% | +2.9% |
| 10Y | +105.9% | +353.8% | -247.9% | +20.9% |
| All | +105.9% | +369.9% | -264.0% | +20.9% |
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 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