-34.3%
EFX vs FWONK
-3.0%
-31.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.1% | -7.7% | +1.7% | -4.0% |
| 3M | +6.2% | +5.7% | +0.5% | +6.0% |
| 6M | -11.2% | +13.5% | -24.7% | -11.8% |
| YTD | -21.4% | -3.0% | -18.4% | -22.1% |
| 1Y | -34.3% | -6.4% | -27.9% | -34.8% |
| All | -34.3% | -3.0% | -31.4% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling