+32.4%
USB vs FWONK
+8.9%
+23.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -0.5% | +12.4% | -12.9% | -1.1% |
| 30D | +5.7% | +18.5% | -12.8% | +4.7% |
| 3M | -4.7% | +8.6% | -13.3% | -5.3% |
| 6M | +13.4% | +19.8% | -6.4% | +12.3% |
| YTD | +17.0% | +12.9% | +4.1% | +18.0% |
| 1Y | +32.4% | +9.0% | +23.4% | +36.1% |
| All | +32.4% | +8.9% | +23.5% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling