+181.3%
ECL vs FWONK
+281.7%
-100.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -2.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -4.3% | -5.8% | +1.5% | -2.8% |
| 3M | +3.2% | +10.0% | -6.8% | +0.3% |
| 6M | -2.9% | +14.7% | -17.6% | -6.9% |
| YTD | +4.3% | -1.7% | +6.0% | +4.1% |
| 1Y | +1.6% | -4.6% | +6.3% | +2.2% |
| 3Y | +54.3% | +46.7% | +7.6% | +34.4% |
| 5Y | +26.5% | +99.4% | -72.9% | -0.2% |
| 10Y | +155.6% | +345.6% | -190.0% | +56.0% |
| All | +181.3% | +281.7% | -100.4% | +64.3% |
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 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