+57.4%
XLE vs FWONK
+44.4%
+13.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.5% | -1.5% | +2.0% | +0.6% |
| 30D | +6.6% | -6.8% | +13.3% | +7.2% |
| 3M | +12.3% | +7.7% | +4.6% | +11.3% |
| 6M | +18.4% | +11.0% | +7.4% | +16.6% |
| YTD | +47.2% | -3.1% | +50.3% | +48.2% |
| 1Y | +50.3% | -3.5% | +53.7% | +51.2% |
| All | +57.4% | +44.4% | +13.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling