+40.9%
VALE vs FWONK
+97.7%
-56.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.6% | -7.7% | +16.4% | +10.9% |
| 3M | +2.0% | +5.7% | -3.7% | +0.1% |
| 6M | +2.1% | +13.5% | -11.3% | -1.9% |
| YTD | +20.2% | -3.0% | +23.2% | +20.3% |
| 1Y | +55.2% | -6.4% | +61.6% | +56.7% |
| 3Y | +45.9% | +43.8% | +2.1% | +25.9% |
| All | +40.9% | +97.7% | -56.8% | -2.8% |
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