+177.8%
XLE vs FWONK
+340.2%
-162.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +6.7% | -7.7% | +14.5% | +9.6% |
| 3M | +14.9% | +5.7% | +9.1% | +12.2% |
| 6M | +15.9% | +13.5% | +2.4% | +9.6% |
| YTD | +47.7% | -3.0% | +50.7% | +47.3% |
| 1Y | +50.7% | -6.4% | +57.1% | +52.0% |
| 3Y | +57.9% | +43.8% | +14.1% | +32.0% |
| 5Y | +227.0% | +98.6% | +128.4% | +132.5% |
| All | +177.8% | +340.2% | -162.4% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling