+293.6%
ELF vs FWONK
+233.2%
+60.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | +5.9% | -7.7% | +13.6% | +9.3% |
| 3M | +99.5% | +9.3% | +90.2% | +92.5% |
| 6M | +26.5% | +13.3% | +13.2% | +19.8% |
| YTD | +37.2% | -3.6% | +40.8% | +37.9% |
| 1Y | -24.4% | -6.8% | -17.6% | -23.4% |
| 3Y | -23.3% | +43.9% | -67.2% | -36.4% |
| 5Y | +245.2% | +94.4% | +150.7% | +146.2% |
| All | +293.6% | +233.2% | +60.4% | +112.2% |
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 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