+264.4%
EWY vs FWONK
+276.9%
-12.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -7.7% | +15.0% | +9.5% |
| 3M | -5.1% | +5.7% | -10.9% | -7.1% |
| 6M | +42.1% | +13.5% | +28.6% | +36.5% |
| YTD | +94.1% | -3.0% | +97.1% | +94.1% |
| 1Y | +147.8% | -6.4% | +154.2% | +149.6% |
| 3Y | +222.9% | +43.8% | +179.1% | +184.4% |
| 5Y | +150.6% | +98.6% | +52.1% | +99.8% |
| 10Y | +304.4% | +340.0% | -35.6% | +159.9% |
| All | +264.4% | +276.9% | -12.5% | +128.0% |
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