+245.3%
NEM vs FWONK
+44.6%
+200.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | -7.7% | +15.6% | +9.5% |
| 3M | +30.2% | +5.7% | +24.5% | +28.7% |
| 6M | +9.6% | +13.5% | -3.9% | +7.0% |
| YTD | +27.8% | -3.0% | +30.8% | +27.6% |
| 1Y | +60.7% | -6.4% | +67.1% | +60.9% |
| 3Y | +245.3% | +43.8% | +201.5% | +233.9% |
| All | +245.3% | +44.6% | +200.7% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling