+103.2%
XLP vs FWONK
+340.2%
-237.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.0% | -7.7% | +5.7% | -0.8% |
| 3M | -1.5% | +5.7% | -7.3% | -2.5% |
| 6M | -0.2% | +13.5% | -13.6% | -2.3% |
| YTD | +8.7% | -3.0% | +11.7% | +8.8% |
| 1Y | +6.3% | -6.4% | +12.7% | +7.0% |
| 3Y | +25.1% | +43.8% | -18.7% | +16.3% |
| 5Y | +32.4% | +98.6% | -66.2% | +15.4% |
| All | +103.2% | +340.2% | -237.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling