+295.4%
XLI vs FWONK
+276.9%
+18.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | -1.3% | +5.7% | -7.1% | -3.2% |
| 6M | +2.2% | +13.5% | -11.2% | -1.9% |
| YTD | +11.7% | -3.0% | +14.7% | +11.8% |
| 1Y | +14.3% | -6.4% | +20.7% | +15.3% |
| 3Y | +70.3% | +43.8% | +26.5% | +49.5% |
| 5Y | +82.3% | +98.6% | -16.3% | +43.2% |
| 10Y | +258.4% | +340.0% | -81.6% | +120.0% |
| All | +295.4% | +276.9% | +18.5% | +132.9% |
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