+303.5%
WM vs FWONK
+339.5%
-36.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -3.1% | -1.5% | -1.6% | -2.9% |
| 30D | -5.3% | -6.8% | +1.5% | -4.2% |
| 3M | -4.2% | +7.7% | -11.9% | -5.5% |
| 6M | -8.1% | +11.0% | -19.0% | -9.9% |
| YTD | -1.4% | -3.1% | +1.7% | -1.3% |
| 1Y | +0.2% | -3.5% | +3.7% | +0.3% |
| 3Y | +43.1% | +44.6% | -1.5% | +31.5% |
| 5Y | +49.8% | +98.3% | -48.5% | +27.5% |
| All | +303.5% | +339.5% | -36.0% | +197.6% |
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 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