+14.3%
XLI vs FWONK
-3.0%
+17.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -7.3% | -7.7% | +0.5% | -6.7% |
| 3M | -1.3% | +5.7% | -7.1% | -2.1% |
| 6M | +2.2% | +13.5% | -11.2% | +0.5% |
| YTD | +11.7% | -3.0% | +14.7% | +11.5% |
| 1Y | +14.3% | -6.4% | +20.7% | +15.4% |
| All | +14.3% | -3.0% | +17.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling