+335.4%
USFD vs FWONK
+494.2%
-158.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.7% | +2.5% | -0.9% | +0.4% |
| 30D | +10.2% | +20.0% | -9.8% | +0.6% |
| 3M | -1.5% | +5.2% | -6.6% | -4.4% |
| 6M | +27.3% | +18.7% | +8.6% | +16.2% |
| YTD | +44.0% | +10.7% | +33.3% | +34.6% |
| 1Y | +50.4% | +8.2% | +42.1% | +42.0% |
| 3Y | +153.6% | +64.6% | +89.0% | +87.8% |
| 5Y | +219.0% | +92.5% | +126.4% | +109.7% |
| 10Y | +361.5% | +285.3% | +76.2% | +108.6% |
| All | +335.4% | +494.2% | -158.8% | +98.3% |
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