+117.8%
EW vs FWONK
+340.2%
-222.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -6.2% | +0.1% | -6.2% | -6.2% |
| 30D | -9.3% | -7.7% | -1.6% | -7.1% |
| 3M | -1.6% | +5.7% | -7.3% | -3.6% |
| 6M | -0.8% | +13.5% | -14.3% | -5.2% |
| YTD | -1.0% | -3.0% | +1.9% | -0.8% |
| 1Y | +8.2% | -6.4% | +14.6% | +9.4% |
| 3Y | +12.7% | +43.8% | -31.1% | -2.9% |
| 5Y | -30.2% | +98.6% | -128.8% | -46.7% |
| All | +117.8% | +340.2% | -222.4% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling