+122.9%
WFC vs FWONK
+97.7%
+25.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.8% |
| 3M | +10.2% | +5.7% | +4.5% | +8.1% |
| 6M | +18.8% | +13.5% | +5.3% | +13.6% |
| YTD | -1.5% | -3.0% | +1.4% | -1.3% |
| 1Y | +13.5% | -6.4% | +20.0% | +15.0% |
| 3Y | +135.0% | +43.8% | +91.1% | +106.3% |
| All | +122.9% | +97.7% | +25.2% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling