+128.9%
XRT vs FWONK
+276.3%
-147.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -3.6% | -1.5% | -2.0% | -3.1% |
| 30D | -6.7% | -6.8% | +0.1% | -4.7% |
| 3M | -1.4% | +7.7% | -9.1% | -3.9% |
| 6M | +1.7% | +11.0% | -9.3% | -2.1% |
| YTD | -1.5% | -3.1% | +1.6% | -1.3% |
| 1Y | -2.5% | -3.5% | +1.0% | -2.4% |
| 3Y | +39.9% | +44.6% | -4.7% | +20.8% |
| 5Y | -2.6% | +98.3% | -100.9% | -24.4% |
| 10Y | +123.1% | +339.3% | -216.3% | +33.2% |
| All | +128.9% | +276.3% | -147.4% | +29.8% |
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