+183.8%
XLP vs FWONK
+330.0%
-146.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | +7.3% | +20.0% | -12.6% | +4.4% |
| 3M | +8.1% | +5.2% | +2.9% | +7.2% |
| 6M | +10.5% | +18.7% | -8.2% | +7.5% |
| YTD | +21.2% | +10.7% | +10.5% | +18.9% |
| 1Y | +22.7% | +8.2% | +14.5% | +20.8% |
| 3Y | +44.8% | +64.6% | -19.8% | +32.6% |
| 5Y | +44.7% | +92.5% | -47.8% | +27.9% |
| 10Y | +139.1% | +285.3% | -146.2% | +83.9% |
| All | +183.8% | +330.0% | -146.2% | +106.2% |
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