-60.8%
EOSE vs FWONK
+171.5%
-232.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -6.8% | -7.7% | +0.9% | -2.7% |
| 3M | -36.3% | +5.7% | -42.0% | -38.8% |
| 6M | -38.8% | +13.5% | -52.2% | -43.5% |
| YTD | -65.5% | -3.0% | -62.6% | -65.4% |
| 1Y | -45.3% | -6.4% | -38.9% | -43.7% |
| 3Y | +44.2% | +43.8% | +0.3% | +12.1% |
| 5Y | -69.5% | +98.6% | -168.1% | -81.8% |
| All | -60.8% | +171.5% | -232.2% | -76.0% |
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