+599.1%
XYZ vs FWONK
+340.2%
+258.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | +1.2% | -7.7% | +8.9% | +5.9% |
| 3M | +14.6% | +5.7% | +8.9% | +10.5% |
| 6M | +22.6% | +13.5% | +9.1% | +13.0% |
| YTD | +21.7% | -3.0% | +24.7% | +22.6% |
| 1Y | +6.7% | -6.4% | +13.1% | +9.5% |
| 3Y | +46.8% | +43.8% | +3.0% | +14.6% |
| 5Y | -68.0% | +98.6% | -166.6% | -78.8% |
| All | +599.1% | +340.2% | +258.9% | +253.9% |
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