+5.1%
XHB vs FWONK
+0.2%
+5.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +1.9% | +4.7% |
| 7D | +9.7% | +8.9% | +0.9% | +8.0% |
| 30D | +11.7% | +4.1% | +7.5% | +10.7% |
| 3M | -1.4% | +2.6% | -4.0% | -1.9% |
| 6M | +6.8% | +12.2% | -5.4% | +4.1% |
| YTD | +5.5% | +0.4% | +5.1% | +3.8% |
| 1Y | +5.1% | -1.8% | +6.9% | +7.8% |
| All | +5.1% | +0.2% | +5.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling