+287.5%
XLF vs FWONK
+276.9%
+10.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +9.2% | +5.7% | +3.5% | +7.0% |
| 6M | +16.3% | +13.5% | +2.9% | +11.2% |
| YTD | +5.4% | -3.0% | +8.4% | +5.5% |
| 1Y | +7.6% | -6.4% | +14.0% | +8.8% |
| 3Y | +74.2% | +43.8% | +30.4% | +51.2% |
| 5Y | +66.1% | +98.6% | -32.4% | +27.6% |
| 10Y | +252.8% | +340.0% | -87.2% | +107.5% |
| All | +287.5% | +276.9% | +10.5% | +117.2% |
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