+36.0%
EWT vs FWONK
+7.3%
+28.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | +7.7% | -19.2% | -10.7% |
| 7D | -19.0% | +15.0% | -34.0% | -18.4% |
| 30D | -27.0% | +11.5% | -38.5% | -26.4% |
| 3M | -15.6% | +10.9% | -26.5% | -15.0% |
| 6M | -7.4% | +21.9% | -29.3% | -8.9% |
| YTD | +35.2% | +8.1% | +27.0% | +32.4% |
| 1Y | +36.0% | +5.0% | +31.0% | +35.1% |
| All | +36.0% | +7.3% | +28.8% | +35.1% |
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