+24.6%
XLP vs FWONK
+46.4%
-21.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -2.2% | -5.8% | +3.5% | -1.7% |
| 3M | -0.6% | +10.0% | -10.6% | -1.3% |
| 6M | -2.2% | +14.7% | -16.8% | -3.4% |
| YTD | +8.3% | -1.7% | +10.0% | +8.3% |
| 1Y | +5.7% | -4.6% | +10.3% | +6.0% |
| All | +24.6% | +46.4% | -21.9% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling