-100.0%
VIVK vs FWONK
-3.0%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.5% | -7.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -40.8% | -7.7% | -33.1% | -38.6% |
| 3M | -94.1% | +5.7% | -99.9% | -94.3% |
| 6M | -98.2% | +13.5% | -111.7% | -98.4% |
| YTD | -98.0% | -3.0% | -95.0% | -98.1% |
| 1Y | -100.0% | -6.4% | -93.6% | -100.0% |
| All | -100.0% | -3.0% | -97.0% | -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