-87.3%
SEDG vs FWONK
+97.7%
-185.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +8.3% | -7.7% | +16.0% | +12.3% |
| 3M | -40.7% | +5.7% | -46.4% | -42.7% |
| 6M | -3.9% | +13.5% | -17.4% | -11.7% |
| YTD | +20.2% | -3.0% | +23.2% | +19.7% |
| 1Y | +17.6% | -6.4% | +24.0% | +19.4% |
| 3Y | -76.6% | +43.8% | -120.4% | -82.3% |
| All | -87.3% | +97.7% | -185.0% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling