-27.0%
ETHA vs FWONK
+21.4%
-48.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | +35.3% | -7.7% | +43.1% | +40.6% |
| 3M | +50.9% | +5.7% | +45.1% | +46.0% |
| 6M | +22.1% | +13.5% | +8.7% | +13.5% |
| YTD | -14.6% | -3.0% | -11.6% | -13.6% |
| 1Y | -42.8% | -6.4% | -36.4% | -40.7% |
| All | -27.0% | +21.4% | -48.4% | -34.8% |
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