+1,531.9%
MOD vs FWONK
+340.2%
+1,191.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -5.1% | -7.7% | +2.6% | -1.8% |
| 3M | -30.3% | +5.7% | -36.0% | -33.0% |
| 6M | -5.6% | +13.5% | -19.1% | -12.4% |
| YTD | +41.8% | -3.0% | +44.8% | +41.3% |
| 1Y | +28.9% | -6.4% | +35.3% | +30.2% |
| 3Y | +304.1% | +43.8% | +260.3% | +224.1% |
| 5Y | +1,575.2% | +98.6% | +1,476.7% | +1,025.7% |
| All | +1,531.9% | +340.2% | +1,191.7% | +743.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling