+223.4%
XME vs FWONK
+276.3%
-53.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.5% |
| 30D | -2.6% | -6.8% | +4.2% | -0.2% |
| 3M | +2.2% | +7.7% | -5.6% | -0.9% |
| 6M | +0.7% | +11.0% | -10.3% | -3.7% |
| YTD | +10.9% | -3.1% | +14.0% | +10.9% |
| 1Y | +35.7% | -3.5% | +39.2% | +35.6% |
| 3Y | +127.1% | +44.6% | +82.5% | +92.1% |
| 5Y | +168.5% | +98.3% | +70.2% | +99.5% |
| 10Y | +416.9% | +339.3% | +77.6% | +185.6% |
| All | +223.4% | +276.3% | -53.0% | +71.0% |
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