-48.9%
XE vs FWONK
+7.9%
-56.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.7% |
| 7D | -15.7% | +0.1% | -15.8% | -15.6% |
| 30D | -26.6% | -7.7% | -18.9% | -27.3% |
| 3M | -20.3% | +5.7% | -26.0% | -20.0% |
| All | -48.9% | +7.9% | -56.8% | -47.3% |
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 · Available span rolling