+55.9%
EL vs FWONK
+281.7%
-225.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.4% |
| 7D | -2.4% | -0.6% | -1.7% | -2.2% |
| 30D | +13.7% | -5.8% | +19.4% | +15.7% |
| 3M | +14.5% | +10.0% | +4.5% | +11.3% |
| 6M | +7.4% | +14.7% | -7.3% | +2.8% |
| YTD | -4.7% | -1.7% | -3.0% | -4.8% |
| 1Y | +12.9% | -4.6% | +17.6% | +13.5% |
| 3Y | -32.2% | +46.7% | -78.9% | -40.7% |
| 5Y | -68.4% | +99.4% | -167.8% | -74.6% |
| 10Y | +28.3% | +345.6% | -317.3% | -15.9% |
| All | +55.9% | +281.7% | -225.8% | -1.3% |
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