-35.8%
EFX vs FWONK
+97.7%
-133.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +6.2% | +5.7% | +0.5% | +4.4% |
| 6M | -11.2% | +13.5% | -24.7% | -14.9% |
| YTD | -21.4% | -3.0% | -18.4% | -20.9% |
| 1Y | -34.3% | -6.4% | -27.9% | -33.2% |
| 3Y | -12.5% | +43.8% | -56.3% | -25.0% |
| All | -35.8% | +97.7% | -133.5% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling