+1,020.3%
XLK vs FWONK
+276.9%
+743.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | -7.7% | +7.1% | +1.7% |
| 3M | +2.6% | +5.7% | -3.2% | +0.3% |
| 6M | +34.0% | +13.5% | +20.5% | +27.9% |
| YTD | +30.7% | -3.0% | +33.6% | +30.6% |
| 1Y | +39.2% | -6.4% | +45.6% | +40.4% |
| 3Y | +120.4% | +43.8% | +76.6% | +91.3% |
| 5Y | +148.8% | +98.6% | +50.2% | +94.6% |
| 10Y | +803.3% | +340.0% | +463.3% | +451.9% |
| All | +1,020.3% | +276.9% | +743.3% | +557.2% |
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