+268.0%
WAB vs FWONK
+281.7%
-13.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.0% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | -4.6% | -5.8% | +1.2% | -2.8% |
| 3M | +5.6% | +10.0% | -4.4% | +2.0% |
| 6M | +13.8% | +14.7% | -0.9% | +8.1% |
| YTD | +31.9% | -1.7% | +33.6% | +31.4% |
| 1Y | +48.3% | -4.6% | +52.9% | +48.9% |
| 3Y | +167.1% | +46.7% | +120.5% | +129.6% |
| 5Y | +222.9% | +99.4% | +123.5% | +146.7% |
| 10Y | +289.9% | +345.6% | -55.7% | +121.1% |
| All | +268.0% | +281.7% | -13.8% | +91.5% |
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