+99.4%
FWONK vs MDY
+46.3%
+53.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +1.2% |
| 30D | -7.7% | -4.6% | -3.1% | -5.2% |
| 3M | +5.7% | -1.2% | +6.9% | +6.3% |
| 6M | +13.5% | +9.2% | +4.3% | +7.2% |
| YTD | -3.0% | +13.1% | -16.0% | -10.5% |
| 1Y | -6.4% | +13.0% | -19.4% | -13.8% |
| 3Y | +43.8% | +49.2% | -5.4% | +9.3% |
| All | +99.4% | +46.3% | +53.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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