+103.9%
VNQ vs FWONK
+276.9%
-173.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -7.7% | +5.2% | -0.5% |
| 3M | -2.0% | +5.7% | -7.7% | -3.7% |
| 6M | +4.3% | +13.5% | -9.1% | +0.4% |
| YTD | +9.2% | -3.0% | +12.2% | +9.4% |
| 1Y | +5.6% | -6.4% | +12.0% | +6.6% |
| 3Y | +30.8% | +43.8% | -13.0% | +15.4% |
| 5Y | +8.0% | +98.6% | -90.6% | -14.0% |
| 10Y | +63.7% | +340.0% | -276.3% | +6.3% |
| All | +103.9% | +276.9% | -173.0% | +30.0% |
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