+145.0%
WFC vs FWONK
+340.2%
-195.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.5% | -7.7% | +9.3% | +4.5% |
| 3M | +10.2% | +5.7% | +4.5% | +7.5% |
| 6M | +18.8% | +13.5% | +5.3% | +12.3% |
| YTD | -1.5% | -3.0% | +1.4% | -1.6% |
| 1Y | +13.5% | -6.4% | +20.0% | +14.8% |
| 3Y | +135.0% | +43.8% | +91.1% | +97.4% |
| 5Y | +130.1% | +98.6% | +31.5% | +65.1% |
| All | +145.0% | +340.2% | -195.2% | +43.7% |
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