+46.8%
XYZ vs FWONK
+44.6%
+2.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.2% | -7.7% | +8.9% | +5.0% |
| 3M | +14.6% | +5.7% | +8.9% | +11.1% |
| 6M | +22.6% | +13.5% | +9.1% | +14.5% |
| YTD | +21.7% | -3.0% | +24.7% | +22.1% |
| 1Y | +6.7% | -6.4% | +13.1% | +8.8% |
| 3Y | +46.8% | +43.8% | +3.0% | +28.4% |
| All | +46.8% | +44.6% | +2.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling