+154.3%
WMB vs FWONK
+274.4%
-120.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.5% |
| 7D | +0.8% | -2.1% | +2.9% | +1.5% |
| 30D | +7.7% | -7.7% | +15.4% | +10.7% |
| 3M | +6.7% | +9.3% | -2.6% | +2.6% |
| 6M | +3.6% | +13.3% | -9.7% | -2.3% |
| YTD | +28.0% | -3.6% | +31.6% | +27.8% |
| 1Y | +37.6% | -6.8% | +44.4% | +38.8% |
| 3Y | +149.0% | +43.9% | +105.2% | +106.8% |
| 5Y | +285.3% | +94.4% | +190.9% | +172.7% |
| 10Y | +302.1% | +353.8% | -51.7% | +66.9% |
| All | +154.3% | +274.4% | -120.1% | +5.8% |
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