+512.9%
XYZ vs FWONK
+234.5%
+278.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +2.9% | -2.1% | +4.9% | +4.0% |
| 30D | +1.4% | -7.7% | +9.1% | +5.6% |
| 3M | +14.6% | +9.3% | +5.3% | +9.0% |
| 6M | +20.8% | +13.3% | +7.4% | +12.4% |
| YTD | +23.1% | -3.6% | +26.7% | +24.4% |
| 1Y | +5.6% | -6.8% | +12.4% | +8.4% |
| 3Y | +50.9% | +43.9% | +7.0% | +21.7% |
| 5Y | -68.6% | +94.4% | -163.0% | -77.7% |
| 10Y | +580.0% | +353.8% | +226.2% | +262.1% |
| All | +512.9% | +234.5% | +278.3% | +215.4% |
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 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