+145.7%
VMC vs FWONK
+340.2%
-194.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -9.7% | -7.7% | -1.9% | -7.1% |
| 3M | -9.6% | +5.7% | -15.3% | -11.6% |
| 6M | -4.8% | +13.5% | -18.3% | -9.6% |
| YTD | -10.9% | -3.0% | -7.9% | -10.7% |
| 1Y | -15.6% | -6.4% | -9.2% | -14.5% |
| 3Y | +19.3% | +43.8% | -24.5% | +0.7% |
| 5Y | +48.0% | +98.6% | -50.6% | +7.9% |
| All | +145.7% | +340.2% | -194.5% | +44.1% |
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