+122.3%
USB vs FWONK
+276.6%
-154.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.4% | -6.2% | +7.6% | +3.6% |
| 30D | -1.3% | -0.6% | -0.7% | -1.3% |
| 3M | +15.2% | +11.1% | +4.2% | +10.8% |
| 6M | +18.8% | +11.7% | +7.1% | +13.6% |
| YTD | +21.0% | -3.1% | +24.1% | +21.1% |
| 1Y | +34.0% | -4.2% | +38.2% | +34.3% |
| 3Y | +95.3% | +38.3% | +57.0% | +70.0% |
| 5Y | +40.4% | +92.2% | -51.8% | +6.4% |
| 10Y | +107.3% | +355.4% | -248.1% | +16.7% |
| All | +122.3% | +276.6% | -154.3% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling