+292.2%
WAB vs FWONK
+340.2%
-47.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.1% | -7.7% | +3.7% | -1.6% |
| 3M | +8.2% | +5.7% | +2.5% | +5.7% |
| 6M | +15.4% | +13.5% | +1.9% | +9.8% |
| YTD | +33.1% | -3.0% | +36.1% | +33.2% |
| 1Y | +48.1% | -6.4% | +54.5% | +49.7% |
| 3Y | +167.7% | +43.8% | +123.9% | +130.3% |
| 5Y | +225.7% | +98.6% | +127.1% | +146.2% |
| All | +292.2% | +340.2% | -47.9% | +152.4% |
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