+246.6%
WEC vs FWONK
+276.9%
-30.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.6% | -7.7% | +5.1% | -1.9% |
| 3M | -6.0% | +5.7% | -11.8% | -6.6% |
| 6M | -5.4% | +13.5% | -18.9% | -6.8% |
| YTD | +2.5% | -3.0% | +5.4% | +2.5% |
| 1Y | -0.7% | -6.4% | +5.7% | -0.4% |
| 3Y | +38.7% | +43.8% | -5.1% | +32.2% |
| 5Y | +31.7% | +98.6% | -66.9% | +20.3% |
| 10Y | +146.5% | +340.0% | -193.5% | +105.7% |
| All | +246.6% | +276.9% | -30.3% | +190.8% |
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