+513.6%
EWT vs FWONK
+340.2%
+173.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.5% | -7.7% | +12.2% | +6.2% |
| 3M | +8.3% | +5.7% | +2.5% | +6.5% |
| 6M | +54.2% | +13.5% | +40.8% | +49.1% |
| YTD | +74.6% | -3.0% | +77.5% | +74.5% |
| 1Y | +84.9% | -6.4% | +91.3% | +86.1% |
| 3Y | +197.5% | +43.8% | +153.7% | +167.9% |
| 5Y | +150.6% | +98.6% | +52.0% | +107.4% |
| All | +513.6% | +340.2% | +173.4% | +347.3% |
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