+329.8%
VMC vs FWONK
+276.3%
+53.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | -12.8% | -6.8% | -6.0% | -10.7% |
| 3M | -7.9% | +7.7% | -15.6% | -10.4% |
| 6M | -7.5% | +11.0% | -18.5% | -11.2% |
| YTD | -11.6% | -3.1% | -8.5% | -11.4% |
| 1Y | -14.3% | -3.5% | -10.8% | -14.1% |
| 3Y | +18.5% | +44.6% | -26.1% | +1.1% |
| 5Y | +46.8% | +98.3% | -51.5% | +10.1% |
| 10Y | +153.2% | +339.3% | -186.1% | +40.3% |
| All | +329.8% | +276.3% | +53.4% | +121.0% |
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