+107.0%
XLE vs FWONK
+276.3%
-169.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | +6.6% | -6.8% | +13.3% | +8.9% |
| 3M | +12.3% | +7.7% | +4.6% | +9.1% |
| 6M | +18.4% | +11.0% | +7.4% | +13.2% |
| YTD | +47.2% | -3.1% | +50.3% | +46.9% |
| 1Y | +50.3% | -3.5% | +53.7% | +49.8% |
| 3Y | +55.3% | +44.6% | +10.7% | +31.3% |
| 5Y | +226.0% | +98.3% | +127.7% | +139.0% |
| 10Y | +179.7% | +339.3% | -159.6% | +52.8% |
| All | +107.0% | +276.3% | -169.3% | +5.4% |
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 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