+2.9%
ZBH vs FWONK
+276.9%
-274.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -4.5% | -7.7% | +3.2% | -2.4% |
| 3M | +7.6% | +5.7% | +1.9% | +5.8% |
| 6M | +0.3% | +13.5% | -13.2% | -3.4% |
| YTD | +4.5% | -3.0% | +7.5% | +4.7% |
| 1Y | -9.4% | -6.4% | -3.0% | -8.5% |
| 3Y | -21.5% | +43.8% | -65.3% | -31.6% |
| 5Y | -28.4% | +98.6% | -127.0% | -44.5% |
| 10Y | -16.5% | +340.0% | -356.5% | -48.8% |
| All | +2.9% | +276.9% | -274.1% | -38.9% |
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 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