+142.8%
XYL vs FWONK
+340.2%
-197.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -11.9% | -7.7% | -4.2% | -9.7% |
| 3M | -1.5% | +5.7% | -7.3% | -3.4% |
| 6M | -11.9% | +13.5% | -25.4% | -15.8% |
| YTD | -20.6% | -3.0% | -17.6% | -20.5% |
| 1Y | -23.5% | -6.4% | -17.1% | -22.7% |
| 3Y | +14.9% | +43.8% | -29.0% | -1.2% |
| 5Y | -15.3% | +98.6% | -113.9% | -35.5% |
| All | +142.8% | +340.2% | -197.4% | +48.0% |
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