+89.2%
USB vs FWONK
+304.5%
-215.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | +0.8% | +14.4% | -13.6% | -4.3% |
| 30D | +6.8% | +14.9% | -8.1% | +1.2% |
| 3M | -3.8% | +5.0% | -8.8% | -5.9% |
| 6M | +11.7% | +14.4% | -2.6% | +5.4% |
| YTD | +17.5% | +9.6% | +7.8% | +11.9% |
| 1Y | +33.8% | +5.9% | +27.9% | +29.1% |
| 3Y | +104.2% | +64.1% | +40.1% | +63.3% |
| 5Y | +26.4% | +93.1% | -66.7% | -8.1% |
| 10Y | +89.2% | +296.0% | -206.8% | -0.2% |
| All | +89.2% | +304.5% | -215.3% | -0.2% |
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