+165.0%
W vs FWONK
+281.7%
-116.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +6.5% | -2.1% | +8.5% | +7.6% |
| 30D | -6.2% | -7.7% | +1.5% | -2.1% |
| 3M | +48.9% | +9.3% | +39.6% | +41.7% |
| 6M | +31.2% | +13.3% | +17.8% | +22.4% |
| YTD | -0.4% | -3.6% | +3.2% | +0.5% |
| 1Y | +14.8% | -6.8% | +21.6% | +17.8% |
| 3Y | +40.5% | +43.9% | -3.4% | +13.5% |
| 5Y | -62.1% | +94.4% | -156.6% | -72.3% |
| 10Y | +141.5% | +353.8% | -212.3% | +19.6% |
| All | +165.0% | +281.7% | -116.7% | +28.8% |
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