+34.0%
XLB vs FWONK
+97.7%
-63.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.1% | -7.7% | +4.6% | -0.9% |
| 3M | -0.2% | +5.7% | -5.9% | -1.9% |
| 6M | +3.1% | +13.5% | -10.4% | -1.1% |
| YTD | +13.3% | -3.0% | +16.2% | +13.6% |
| 1Y | +12.0% | -6.4% | +18.4% | +13.4% |
| 3Y | +31.4% | +43.8% | -12.4% | +14.1% |
| All | +34.0% | +97.7% | -63.7% | -1.1% |
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