+924.9%
VLO vs FWONK
+340.2%
+584.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +18.2% | -7.7% | +26.0% | +21.9% |
| 3M | +53.3% | +5.7% | +47.6% | +49.2% |
| 6M | +70.4% | +13.5% | +57.0% | +59.7% |
| YTD | +143.4% | -3.0% | +146.3% | +142.2% |
| 1Y | +153.0% | -6.4% | +159.4% | +155.2% |
| 3Y | +195.0% | +43.8% | +151.1% | +136.8% |
| 5Y | +618.8% | +98.6% | +520.2% | +372.5% |
| All | +924.9% | +340.2% | +584.7% | +418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling