+141.3%
XLC vs FWONK
+194.5%
-53.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.7% | -1.5% | -0.1% | -1.1% |
| 30D | +0.2% | -6.8% | +7.0% | +2.6% |
| 3M | +0.7% | +7.7% | -7.0% | -2.1% |
| 6M | -4.5% | +11.0% | -15.4% | -8.3% |
| YTD | -4.7% | -3.1% | -1.6% | -4.4% |
| 1Y | -1.5% | -3.5% | +2.0% | -1.4% |
| 3Y | +72.2% | +44.6% | +27.6% | +46.2% |
| 5Y | +39.3% | +98.3% | -58.9% | +4.0% |
| All | +141.3% | +194.5% | -53.2% | +47.2% |
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