+360.3%
NEE vs FWONK
+276.3%
+83.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | -3.1% | -6.8% | +3.7% | -2.0% |
| 3M | -2.4% | +7.7% | -10.1% | -3.8% |
| 6M | -8.6% | +11.0% | -19.6% | -10.6% |
| YTD | +4.9% | -3.1% | +8.0% | +5.0% |
| 1Y | +19.4% | -3.5% | +22.9% | +19.4% |
| 3Y | +34.9% | +44.6% | -9.8% | +23.7% |
| 5Y | +11.0% | +98.3% | -87.2% | -4.8% |
| 10Y | +252.3% | +339.3% | -87.0% | +160.3% |
| All | +360.3% | +276.3% | +83.9% | +236.2% |
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