+72.7%
NEM vs FWONK
-4.6%
+77.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.3% | -6.2% | +6.5% | +2.6% |
| 30D | +23.1% | -0.6% | +23.6% | +23.7% |
| 3M | +18.5% | +11.1% | +7.4% | +13.0% |
| 6M | +7.8% | +11.7% | -3.9% | +2.7% |
| YTD | +29.1% | -3.1% | +32.2% | +30.6% |
| 1Y | +72.7% | -4.2% | +76.8% | +75.2% |
| All | +72.7% | -4.6% | +77.2% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling