-16.9%
Z vs FWONK
+308.2%
-325.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +0.7% |
| 7D | -13.1% | +12.4% | -25.4% | -18.2% |
| 30D | +5.9% | +18.5% | -12.7% | -2.8% |
| 3M | -13.7% | +8.6% | -22.3% | -17.3% |
| 6M | -27.1% | +19.8% | -47.0% | -33.7% |
| YTD | -56.8% | +12.9% | -69.7% | -59.9% |
| 1Y | -60.2% | +9.0% | -69.2% | -62.5% |
| 3Y | -19.7% | +63.8% | -83.5% | -39.8% |
| 5Y | -53.7% | +95.1% | -148.8% | -68.7% |
| 10Y | -16.9% | +292.8% | -309.7% | -62.6% |
| All | -16.9% | +308.2% | -325.0% | -62.6% |
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