-68.5%
EL vs FWONK
+97.7%
-166.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +11.1% | -7.7% | +18.9% | +14.8% |
| 3M | +10.7% | +5.7% | +5.0% | +8.2% |
| 6M | +6.9% | +13.5% | -6.6% | +1.1% |
| YTD | -6.3% | -3.0% | -3.3% | -5.7% |
| 1Y | +13.5% | -6.4% | +19.9% | +15.6% |
| 3Y | -33.1% | +43.8% | -76.9% | -45.3% |
| All | -68.5% | +97.7% | -166.2% | -80.2% |
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 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