+195.5%
USFD vs FWONK
+98.5%
+97.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.2% |
| 7D | -7.0% | -0.6% | -6.4% | -6.8% |
| 30D | -10.3% | -5.8% | -4.5% | -8.4% |
| 3M | +9.2% | +10.0% | -0.8% | +5.2% |
| 6M | +7.4% | +14.7% | -7.3% | +1.3% |
| YTD | +29.4% | -1.7% | +31.1% | +29.4% |
| 1Y | +24.8% | -4.6% | +29.5% | +26.0% |
| 3Y | +150.0% | +46.7% | +103.3% | +105.9% |
| 5Y | +195.5% | +99.4% | +96.1% | +94.9% |
| All | +195.5% | +98.5% | +97.0% | +94.9% |
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 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