+81.8%
XLI vs FWONK
+97.7%
-15.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -7.3% | -7.7% | +0.5% | -5.5% |
| 3M | -1.3% | +5.7% | -7.1% | -3.0% |
| 6M | +2.2% | +13.5% | -11.2% | -1.6% |
| YTD | +11.7% | -3.0% | +14.7% | +11.9% |
| 1Y | +14.3% | -6.4% | +20.7% | +15.4% |
| 3Y | +70.3% | +43.8% | +26.5% | +50.7% |
| All | +81.8% | +97.7% | -15.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling