+169.4%
XLV vs FWONK
+340.2%
-170.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -1.8% | -7.7% | +5.9% | -0.2% |
| 3M | +7.8% | +5.7% | +2.1% | +6.5% |
| 6M | +9.1% | +13.5% | -4.4% | +6.0% |
| YTD | +7.7% | -3.0% | +10.7% | +7.9% |
| 1Y | +20.4% | -6.4% | +26.8% | +21.4% |
| 3Y | +30.8% | +43.8% | -13.1% | +18.7% |
| 5Y | +34.6% | +98.6% | -63.9% | +12.1% |
| All | +169.4% | +340.2% | -170.8% | +97.0% |
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