+52.4%
ECL vs FWONK
+44.4%
+8.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.6% | -1.5% | -1.1% | -2.4% |
| 30D | -4.6% | -6.8% | +2.2% | -3.7% |
| 3M | +6.0% | +7.7% | -1.7% | +5.0% |
| 6M | -3.0% | +11.0% | -13.9% | -4.3% |
| YTD | +4.0% | -3.1% | +7.1% | +4.1% |
| 1Y | +2.0% | -3.5% | +5.5% | +2.1% |
| All | +52.4% | +44.4% | +8.0% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling