+231.1%
XHB vs FWONK
+276.3%
-45.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.8% |
| 7D | -5.2% | -1.5% | -3.7% | -4.7% |
| 30D | -12.1% | -6.8% | -5.4% | -10.0% |
| 3M | -6.2% | +7.7% | -13.9% | -8.9% |
| 6M | -6.7% | +11.0% | -17.7% | -10.6% |
| YTD | -5.5% | -3.1% | -2.3% | -5.2% |
| 1Y | -15.6% | -3.5% | -12.2% | -15.5% |
| 3Y | +22.0% | +44.6% | -22.6% | +3.4% |
| 5Y | +31.8% | +98.3% | -66.4% | -1.8% |
| 10Y | +208.1% | +339.3% | -131.2% | +71.9% |
| All | +231.1% | +276.3% | -45.2% | +76.3% |
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