+179.8%
XLP vs FWONK
+331.6%
-151.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | +2.7% | -2.9% | -0.6% |
| 30D | +8.2% | +17.7% | -9.5% | +5.6% |
| 3M | +7.7% | +5.6% | +2.1% | +6.8% |
| 6M | +9.3% | +20.7% | -11.4% | +6.1% |
| YTD | +19.5% | +11.1% | +8.4% | +17.2% |
| 1Y | +21.0% | +7.7% | +13.3% | +19.2% |
| 3Y | +43.2% | +61.3% | -18.1% | +31.6% |
| 5Y | +42.7% | +93.2% | -50.5% | +26.1% |
| 10Y | +135.7% | +286.7% | -151.0% | +81.2% |
| All | +179.8% | +331.6% | -151.7% | +103.2% |
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