-1.6%
XLY vs FWONK
+7.3%
-8.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.7% | -11.5% | -4.8% |
| 7D | +1.2% | +15.0% | -13.8% | -0.9% |
| 30D | +5.3% | +11.5% | -6.2% | +3.5% |
| 3M | -0.6% | +10.9% | -11.5% | -2.1% |
| 6M | +0.1% | +21.9% | -21.8% | -3.1% |
| YTD | -0.9% | +8.1% | -9.0% | -3.5% |
| 1Y | -1.6% | +5.0% | -6.6% | -3.3% |
| All | -1.6% | +7.3% | -8.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling