+42.1%
EWZ vs FWONK
+274.4%
-232.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +5.6% | -2.1% | +7.6% | +6.4% |
| 30D | +9.3% | -7.7% | +16.9% | +12.4% |
| 3M | +15.7% | +9.3% | +6.4% | +11.3% |
| 6M | +7.4% | +13.3% | -5.9% | +1.7% |
| YTD | +22.7% | -3.6% | +26.3% | +23.0% |
| 1Y | +36.4% | -6.8% | +43.2% | +38.1% |
| 3Y | +50.4% | +43.9% | +6.5% | +24.8% |
| 5Y | +67.6% | +94.4% | -26.8% | +19.3% |
| 10Y | +84.1% | +353.8% | -269.8% | -9.3% |
| All | +42.1% | +274.4% | -232.3% | -29.8% |
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