+215.2%
XLY vs FWONK
+340.2%
-125.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -7.7% | +3.6% | -1.6% |
| 3M | -2.7% | +5.7% | -8.4% | -4.7% |
| 6M | -0.6% | +13.5% | -14.1% | -5.2% |
| YTD | -5.0% | -3.0% | -2.1% | -4.8% |
| 1Y | -4.1% | -6.4% | +2.3% | -2.9% |
| 3Y | +33.6% | +43.8% | -10.2% | +15.3% |
| 5Y | +28.7% | +98.6% | -69.9% | -0.5% |
| All | +215.2% | +340.2% | -125.0% | +105.7% |
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 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