-32.6%
MOD vs FWONK
+0.2%
-32.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.5% | -25.0% | -21.2% |
| 7D | -31.3% | +8.9% | -40.2% | -31.4% |
| 30D | -46.1% | +4.1% | -50.3% | -46.0% |
| 3M | -51.1% | +2.6% | -53.7% | -51.2% |
| 6M | -62.1% | +12.2% | -74.3% | -63.9% |
| YTD | -26.2% | +0.4% | -26.6% | -25.8% |
| 1Y | -32.6% | -1.8% | -30.8% | -30.6% |
| All | -32.6% | +0.2% | -32.7% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling