+166.5%
XOM vs FWONK
+276.3%
-109.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +1.9% | -1.5% | +3.4% | +2.3% |
| 30D | +4.1% | -6.8% | +10.8% | +5.8% |
| 3M | +10.4% | +7.7% | +2.7% | +8.0% |
| 6M | +13.0% | +11.0% | +2.1% | +9.2% |
| YTD | +40.1% | -3.1% | +43.2% | +40.0% |
| 1Y | +51.1% | -3.5% | +54.6% | +50.9% |
| 3Y | +57.7% | +44.6% | +13.1% | +38.1% |
| 5Y | +264.7% | +98.3% | +166.5% | +186.0% |
| 10Y | +193.1% | +339.3% | -146.2% | +83.3% |
| All | +166.5% | +276.3% | -109.9% | +56.5% |
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