-68.1%
XYZ vs FWONK
+95.7%
-163.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | -5.2% | -1.5% | -3.6% | -4.2% |
| 30D | 0.0% | -6.8% | +6.8% | +4.8% |
| 3M | +18.7% | +7.7% | +11.0% | +11.9% |
| 6M | +20.5% | +11.0% | +9.6% | +10.7% |
| YTD | +21.5% | -3.1% | +24.6% | +22.5% |
| 1Y | +7.2% | -3.5% | +10.7% | +7.9% |
| 3Y | +49.0% | +44.6% | +4.4% | +5.6% |
| 5Y | -68.1% | +98.3% | -166.4% | -84.9% |
| All | -68.1% | +95.7% | -163.8% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling