+162.5%
EFX vs FWONK
+276.9%
-114.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 6M | -11.2% | +13.5% | -24.7% | -14.2% |
| YTD | -21.4% | -3.0% | -18.4% | -21.0% |
| 1Y | -34.3% | -6.4% | -27.9% | -33.5% |
| 3Y | -12.5% | +43.8% | -56.3% | -22.0% |
| 5Y | -35.6% | +98.6% | -134.1% | -47.5% |
| 10Y | +41.8% | +340.0% | -298.2% | -8.3% |
| All | +162.5% | +276.9% | -114.4% | +62.7% |
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