+22.2%
ELV vs FWONK
+97.7%
-75.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.4% | -7.7% | +13.1% | +6.2% |
| 3M | +5.4% | +5.7% | -0.4% | +4.7% |
| 6M | +45.7% | +13.5% | +32.3% | +43.6% |
| YTD | +21.2% | -3.0% | +24.2% | +21.4% |
| 1Y | +35.6% | -6.4% | +42.0% | +36.2% |
| 3Y | -2.0% | +43.8% | -45.8% | -8.1% |
| All | +22.2% | +97.7% | -75.5% | +9.2% |
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