+146.4%
VALE vs FWONK
+276.9%
-130.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +2.0% | +5.7% | -3.7% | -0.5% |
| 6M | +2.1% | +13.5% | -11.3% | -3.1% |
| YTD | +20.2% | -3.0% | +23.2% | +20.4% |
| 1Y | +55.2% | -6.4% | +61.6% | +57.2% |
| 3Y | +45.9% | +43.8% | +2.1% | +22.4% |
| 5Y | +41.4% | +98.6% | -57.2% | +2.3% |
| 10Y | +513.1% | +340.0% | +173.1% | +201.6% |
| All | +146.4% | +276.9% | -130.5% | +18.5% |
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