+22.0%
USB vs FWONK
+87.8%
-65.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | 0.0% | +15.0% | -15.0% | -3.9% |
| 30D | +5.8% | +11.3% | -5.5% | +2.6% |
| 3M | -6.0% | +6.7% | -12.6% | -7.9% |
| 6M | +7.8% | +19.9% | -12.2% | +1.6% |
| YTD | +14.6% | +7.9% | +6.7% | +11.3% |
| 1Y | +31.8% | +3.0% | +28.8% | +29.9% |
| 3Y | +91.5% | +63.6% | +27.9% | +61.5% |
| All | +22.0% | +87.8% | -65.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling