+248.8%
XLF vs FWONK
+340.2%
-91.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | -7.7% | +6.6% | +1.4% |
| 3M | +9.2% | +5.7% | +3.5% | +6.9% |
| 6M | +16.3% | +13.5% | +2.9% | +10.8% |
| YTD | +5.4% | -3.0% | +8.4% | +5.6% |
| 1Y | +7.6% | -6.4% | +14.0% | +8.8% |
| 3Y | +74.2% | +43.8% | +30.4% | +49.3% |
| 5Y | +66.1% | +98.6% | -32.4% | +24.2% |
| All | +248.8% | +340.2% | -91.3% | +112.4% |
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 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