+98.6%
EEM vs FWONK
+276.3%
-177.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -0.7% | -1.5% | +0.9% | -0.3% |
| 30D | +2.4% | -6.8% | +9.2% | +4.1% |
| 3M | +4.2% | +7.7% | -3.6% | +1.8% |
| 6M | +14.8% | +11.0% | +3.8% | +11.1% |
| YTD | +23.1% | -3.1% | +26.2% | +23.2% |
| 1Y | +32.5% | -3.5% | +36.0% | +32.5% |
| 3Y | +85.9% | +44.6% | +41.3% | +64.3% |
| 5Y | +43.6% | +98.3% | -54.7% | +14.9% |
| 10Y | +127.2% | +339.3% | -212.1% | +43.2% |
| All | +98.6% | +276.3% | -177.7% | +21.2% |
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