+225.0%
EQH vs FWONK
+222.7%
+2.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.8% | -7.7% | +10.6% | +7.3% |
| 3M | +23.1% | +5.7% | +17.4% | +18.8% |
| 6M | +41.4% | +13.5% | +27.9% | +30.7% |
| YTD | +14.3% | -3.0% | +17.2% | +14.4% |
| 1Y | +1.6% | -6.4% | +8.0% | +3.5% |
| 3Y | +102.7% | +43.8% | +58.9% | +56.5% |
| 5Y | +104.5% | +98.6% | +6.0% | +24.8% |
| All | +225.0% | +222.7% | +2.3% | +44.6% |
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