-50.0%
VTRS vs FWONK
+340.2%
-390.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +3.3% | -7.7% | +11.1% | +5.4% |
| 3M | +2.0% | +5.7% | -3.7% | +0.2% |
| 6M | +19.9% | +13.5% | +6.5% | +15.6% |
| YTD | +35.7% | -3.0% | +38.7% | +36.0% |
| 1Y | +68.1% | -6.4% | +74.5% | +69.7% |
| 3Y | +87.1% | +43.8% | +43.3% | +65.8% |
| 5Y | +47.6% | +98.6% | -50.9% | +18.4% |
| All | -50.0% | +340.2% | -390.2% | -65.4% |
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