+494.8%
EW vs FWONK
+281.7%
+213.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.2% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | -6.4% | -5.8% | -0.6% | -4.8% |
| 3M | -1.6% | +10.0% | -11.6% | -4.5% |
| 6M | +2.3% | +14.7% | -12.4% | -2.2% |
| YTD | +1.1% | -1.7% | +2.8% | +0.9% |
| 1Y | +8.0% | -4.6% | +12.6% | +8.6% |
| 3Y | +16.3% | +46.7% | -30.3% | +1.1% |
| 5Y | -29.4% | +99.4% | -128.8% | -44.7% |
| 10Y | +125.6% | +345.6% | -220.0% | +38.6% |
| All | +494.8% | +281.7% | +213.0% | +242.2% |
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