+64.9%
VZ vs FWONK
+340.2%
-275.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +7.7% | -7.7% | +15.5% | +8.6% |
| 3M | +9.7% | +5.7% | +3.9% | +9.0% |
| 6M | +3.1% | +13.5% | -10.4% | +1.6% |
| YTD | +30.5% | -3.0% | +33.5% | +30.6% |
| 1Y | +22.5% | -6.4% | +28.9% | +22.9% |
| 3Y | +82.4% | +43.8% | +38.5% | +72.8% |
| 5Y | +28.0% | +98.6% | -70.5% | +15.8% |
| All | +64.9% | +340.2% | -275.3% | +42.9% |
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