-3.9%
Z vs FWONK
+363.5%
-367.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.6% |
| 7D | -7.1% | -0.6% | -6.4% | -6.8% |
| 30D | -4.8% | -5.8% | +1.0% | -2.0% |
| 3M | -9.3% | +10.0% | -19.4% | -13.4% |
| 6M | -29.0% | +14.7% | -43.6% | -33.8% |
| YTD | -52.9% | -1.7% | -51.2% | -53.1% |
| 1Y | -63.1% | -4.6% | -58.5% | -62.9% |
| 3Y | -36.9% | +46.7% | -83.5% | -49.8% |
| 5Y | -65.5% | +99.4% | -164.9% | -76.4% |
| 10Y | -3.9% | +345.6% | -349.4% | -51.3% |
| All | -3.9% | +363.5% | -367.4% | -51.3% |
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