-100.0%
VIVK vs FWONK
+7.3%
-107.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | +7.7% | -31.0% | -23.8% |
| 7D | -75.3% | +15.0% | -90.4% | -76.2% |
| 30D | -92.3% | +11.5% | -103.8% | -92.4% |
| 3M | -98.3% | +10.9% | -109.2% | -98.3% |
| 6M | -99.9% | +21.9% | -121.8% | -99.9% |
| YTD | -99.9% | +8.1% | -108.1% | -99.9% |
| 1Y | -100.0% | +5.0% | -105.0% | -100.0% |
| All | -100.0% | +7.3% | -107.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling