+129.2%
IEFA vs FWONK
+276.9%
-147.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.5% | -7.7% | +6.2% | +0.4% |
| 3M | +3.4% | +5.7% | -2.3% | +1.8% |
| 6M | +9.5% | +13.5% | -4.0% | +5.7% |
| YTD | +13.0% | -3.0% | +16.0% | +13.2% |
| 1Y | +18.0% | -6.4% | +24.4% | +19.0% |
| 3Y | +65.4% | +43.8% | +21.5% | +47.6% |
| 5Y | +51.6% | +98.6% | -47.0% | +23.4% |
| 10Y | +146.7% | +340.0% | -193.3% | +61.2% |
| All | +129.2% | +276.9% | -147.8% | +42.1% |
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 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