-26.1%
ELF vs FWONK
+46.4%
-72.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.5% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | +5.1% | -5.8% | +10.9% | +6.6% |
| 3M | +79.8% | +10.0% | +69.7% | +75.7% |
| 6M | +29.7% | +14.7% | +15.1% | +25.5% |
| YTD | +31.6% | -1.7% | +33.4% | +31.8% |
| 1Y | -27.9% | -4.6% | -23.3% | -27.5% |
| All | -26.1% | +46.4% | -72.6% | -31.1% |
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