+230.1%
XBI vs FWONK
+276.9%
-46.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -2.0% | -7.7% | +5.7% | +0.7% |
| 3M | +17.8% | +5.7% | +12.1% | +15.2% |
| 6M | +23.7% | +13.5% | +10.3% | +17.7% |
| YTD | +28.2% | -3.0% | +31.2% | +28.3% |
| 1Y | +64.0% | -6.4% | +70.4% | +65.8% |
| 3Y | +99.4% | +43.8% | +55.6% | +69.3% |
| 5Y | +19.3% | +98.6% | -79.2% | -10.8% |
| 10Y | +158.7% | +340.0% | -181.3% | +40.5% |
| All | +230.1% | +276.9% | -46.9% | +68.9% |
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