+441.8%
EAT vs FWONK
+276.3%
+165.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -6.2% | -1.5% | -4.7% | -5.5% |
| 30D | -3.0% | -6.8% | +3.8% | +0.4% |
| 3M | +45.6% | +7.7% | +37.9% | +39.8% |
| 6M | +53.5% | +11.0% | +42.6% | +44.2% |
| YTD | +49.6% | -3.1% | +52.7% | +49.5% |
| 1Y | +38.9% | -3.5% | +42.4% | +38.2% |
| 3Y | +589.7% | +44.6% | +545.1% | +434.0% |
| 5Y | +318.7% | +98.3% | +220.4% | +170.2% |
| 10Y | +380.1% | +339.3% | +40.7% | +130.3% |
| All | +441.8% | +276.3% | +165.5% | +155.6% |
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 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