+428.1%
WMT vs FWONK
+340.2%
+87.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | -7.7% | +0.3% | -6.6% |
| 3M | -10.9% | +5.7% | -16.6% | -11.4% |
| 6M | -12.7% | +13.5% | -26.1% | -14.0% |
| YTD | -3.2% | -3.0% | -0.2% | -3.1% |
| 1Y | +5.3% | -6.4% | +11.7% | +5.7% |
| 3Y | +101.9% | +43.8% | +58.0% | +92.9% |
| 5Y | +134.6% | +98.6% | +36.0% | +115.8% |
| All | +428.1% | +340.2% | +87.9% | +359.3% |
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