+214.3%
USFD vs FWONK
+92.1%
+122.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.7% | +2.5% | -0.9% | +0.8% |
| 30D | +10.2% | +20.0% | -9.8% | +3.1% |
| 3M | -1.5% | +5.2% | -6.6% | -3.5% |
| 6M | +27.3% | +18.7% | +8.6% | +19.1% |
| YTD | +44.0% | +10.7% | +33.3% | +37.7% |
| 1Y | +50.4% | +8.2% | +42.1% | +45.0% |
| 3Y | +153.6% | +64.6% | +89.0% | +101.5% |
| All | +214.3% | +92.1% | +122.2% | +111.9% |
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