+597.8%
WM vs FWONK
+330.0%
+267.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.8% |
| 30D | +13.0% | +20.0% | -6.9% | +9.8% |
| 3M | +9.2% | +5.2% | +4.1% | +8.2% |
| 6M | +13.6% | +18.7% | -5.1% | +10.3% |
| YTD | +12.4% | +10.7% | +1.7% | +10.1% |
| 1Y | +21.2% | +8.2% | +13.0% | +19.1% |
| 3Y | +48.7% | +64.6% | -15.9% | +35.0% |
| 5Y | +61.9% | +92.5% | -30.6% | +40.8% |
| 10Y | +331.0% | +285.3% | +45.7% | +218.3% |
| All | +597.8% | +330.0% | +267.8% | +386.2% |
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