+31.3%
XLP vs FWONK
+98.5%
-67.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -2.2% | -5.8% | +3.5% | -1.5% |
| 3M | -0.6% | +10.0% | -10.6% | -1.8% |
| 6M | -2.2% | +14.7% | -16.8% | -4.1% |
| YTD | +8.3% | -1.7% | +10.0% | +8.3% |
| 1Y | +5.7% | -4.6% | +10.3% | +6.1% |
| 3Y | +25.7% | +46.7% | -21.0% | +17.3% |
| 5Y | +31.3% | +99.4% | -68.1% | +15.7% |
| All | +31.3% | +98.5% | -67.2% | +15.7% |
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