-7.0%
EIX vs FWONK
+44.6%
-51.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -19.3% | -7.7% | -11.6% | -18.4% |
| 3M | -21.7% | +5.7% | -27.4% | -22.2% |
| 6M | -19.8% | +13.5% | -33.3% | -21.3% |
| YTD | -3.0% | -3.0% | -0.1% | -2.9% |
| 1Y | +5.1% | -6.4% | +11.5% | +5.6% |
| 3Y | -7.0% | +43.8% | -50.8% | -9.4% |
| All | -7.0% | +44.6% | -51.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling