+1,144.4%
VLO vs FWONK
+281.7%
+862.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.4% | +0.9% |
| 7D | +6.2% | -0.6% | +6.9% | +6.5% |
| 30D | +23.5% | -5.8% | +29.3% | +26.1% |
| 3M | +53.9% | +10.0% | +43.8% | +47.8% |
| 6M | +81.7% | +14.7% | +67.0% | +70.4% |
| YTD | +142.5% | -1.7% | +144.2% | +140.3% |
| 1Y | +145.4% | -4.6% | +150.1% | +145.5% |
| 3Y | +197.3% | +46.7% | +150.7% | +142.3% |
| 5Y | +614.6% | +99.4% | +515.2% | +393.9% |
| 10Y | +938.9% | +345.6% | +593.3% | +427.4% |
| All | +1,144.4% | +281.7% | +862.7% | +500.0% |
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 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