-65.3%
Z vs FWONK
+94.7%
-160.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.2% |
| 7D | -3.3% | -2.1% | -1.2% | -2.3% |
| 30D | -3.7% | -7.7% | +4.0% | 0.0% |
| 3M | -7.0% | +9.3% | -16.3% | -10.7% |
| 6M | -29.5% | +13.3% | -42.9% | -34.0% |
| YTD | -52.6% | -3.6% | -49.0% | -52.2% |
| 1Y | -64.0% | -6.8% | -57.2% | -63.2% |
| 3Y | -36.4% | +43.9% | -80.3% | -50.8% |
| All | -65.3% | +94.7% | -160.0% | -81.5% |
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