+24.9%
ESI vs FWONK
+0.2%
+24.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.2% | -4.4% |
| 7D | -6.6% | +8.9% | -15.4% | -6.2% |
| 30D | -10.9% | +4.1% | -15.1% | -10.7% |
| 3M | -13.8% | +2.6% | -16.4% | -13.7% |
| 6M | -21.5% | +12.2% | -33.7% | -22.5% |
| YTD | +34.7% | +0.4% | +34.2% | +33.7% |
| 1Y | +24.9% | -1.8% | +26.7% | +29.7% |
| All | +24.9% | +0.2% | +24.7% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling