-0.6%
XLC vs FWONK
-4.6%
+4.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.8% | -6.2% | +5.3% | +0.1% |
| 30D | +1.0% | -0.6% | +1.6% | +1.2% |
| 3M | -0.7% | +11.1% | -11.8% | -2.2% |
| 6M | -5.1% | +11.7% | -16.9% | -6.7% |
| YTD | -4.3% | -3.1% | -1.2% | -4.8% |
| 1Y | -0.6% | -4.2% | +3.6% | -0.4% |
| All | -0.6% | -4.6% | +4.0% | -0.4% |
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