+640.7%
WWD vs FWONK
+276.9%
+363.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -6.9% | -7.7% | +0.8% | -4.0% |
| 3M | -13.0% | +5.7% | -18.8% | -15.5% |
| 6M | -12.5% | +13.5% | -25.9% | -17.6% |
| YTD | +11.8% | -3.0% | +14.8% | +11.9% |
| 1Y | +41.1% | -6.4% | +47.5% | +43.0% |
| 3Y | +163.1% | +43.8% | +119.2% | +117.5% |
| 5Y | +187.6% | +98.6% | +89.1% | +102.6% |
| 10Y | +494.6% | +340.0% | +154.6% | +207.4% |
| All | +640.7% | +276.9% | +363.7% | +275.3% |
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 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