+354.6%
ELV vs FWONK
+276.9%
+77.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +5.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.9% | -7.7% | +12.6% | +6.8% |
| 3M | +4.9% | +5.7% | -0.8% | +3.4% |
| 6M | +45.1% | +13.5% | +31.6% | +40.4% |
| YTD | +20.7% | -3.0% | +23.6% | +20.8% |
| 1Y | +35.0% | -6.4% | +41.4% | +36.2% |
| 3Y | -2.4% | +43.8% | -46.3% | -13.2% |
| 5Y | +25.5% | +98.6% | -73.1% | +0.2% |
| 10Y | +277.1% | +340.0% | -62.9% | +136.5% |
| All | +354.6% | +276.9% | +77.7% | +170.1% |
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 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