+345.2%
ELF vs FWONK
+282.7%
+62.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +1.6% | +2.5% | -1.0% | +0.6% |
| 30D | +9.1% | +20.0% | -10.8% | +1.3% |
| 3M | +28.2% | +5.2% | +23.0% | +25.1% |
| 6M | +119.5% | +18.7% | +100.8% | +103.8% |
| YTD | +55.2% | +10.7% | +44.5% | +47.1% |
| 1Y | +58.6% | +8.2% | +50.3% | +51.7% |
| 3Y | +21.3% | +64.6% | -43.3% | -4.7% |
| 5Y | +276.2% | +92.5% | +183.7% | +170.1% |
| 10Y | +337.0% | +285.3% | +51.7% | +122.7% |
| All | +345.2% | +282.7% | +62.5% | +126.3% |
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