+96.9%
ENB vs FWONK
+276.3%
-179.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -4.6% | -1.5% | -3.0% | -4.2% |
| 30D | -5.2% | -6.8% | +1.6% | -3.6% |
| 3M | -13.4% | +7.7% | -21.1% | -15.3% |
| 6M | -7.8% | +11.0% | -18.8% | -10.9% |
| YTD | +4.9% | -3.1% | +8.0% | +4.9% |
| 1Y | +3.2% | -3.5% | +6.7% | +3.2% |
| 3Y | +71.0% | +44.6% | +26.4% | +50.1% |
| 5Y | +64.0% | +98.3% | -34.3% | +29.0% |
| 10Y | +92.8% | +339.3% | -246.6% | +16.8% |
| All | +96.9% | +276.3% | -179.5% | +13.0% |
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