-20.9%
WY vs FWONK
+97.7%
-118.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -10.1% | -7.7% | -2.3% | -8.3% |
| 3M | -8.5% | +5.7% | -14.2% | -9.9% |
| 6M | -3.3% | +13.5% | -16.8% | -6.7% |
| YTD | -4.4% | -3.0% | -1.4% | -4.1% |
| 1Y | -11.5% | -6.4% | -5.1% | -10.4% |
| 3Y | -24.3% | +43.8% | -68.1% | -33.5% |
| All | -20.9% | +97.7% | -118.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling