+156.1%
EWJ vs FWONK
+276.9%
-120.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.8% | -7.7% | +8.5% | +2.4% |
| 3M | +7.5% | +5.7% | +1.8% | +6.0% |
| 6M | +15.6% | +13.5% | +2.1% | +12.2% |
| YTD | +22.7% | -3.0% | +25.7% | +22.8% |
| 1Y | +26.4% | -6.4% | +32.8% | +27.3% |
| 3Y | +72.5% | +43.8% | +28.7% | +57.1% |
| 5Y | +52.4% | +98.6% | -46.1% | +28.5% |
| 10Y | +143.8% | +340.0% | -196.2% | +69.3% |
| All | +156.1% | +276.9% | -120.8% | +70.9% |
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