+290.7%
WAT vs FWONK
+281.7%
+9.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | 0.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -1.7% | -5.8% | +4.1% | -0.2% |
| 3M | +9.1% | +10.0% | -1.0% | +6.3% |
| 6M | +32.4% | +14.7% | +17.8% | +27.3% |
| YTD | +6.6% | -1.7% | +8.3% | +6.4% |
| 1Y | +34.7% | -4.6% | +39.3% | +35.3% |
| 3Y | +53.6% | +46.7% | +6.9% | +36.3% |
| 5Y | -4.1% | +99.4% | -103.5% | -22.2% |
| 10Y | +167.9% | +345.6% | -177.7% | +73.6% |
| All | +290.7% | +281.7% | +9.0% | +135.4% |
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 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