+1,504.6%
MOD vs FWONK
+98.5%
+1,406.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.3% | -4.1% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | -2.6% | -5.8% | +3.1% | -0.6% |
| 3M | -33.1% | +10.0% | -43.2% | -36.8% |
| 6M | -7.5% | +14.7% | -22.2% | -14.2% |
| YTD | +39.3% | -1.7% | +41.0% | +38.2% |
| 1Y | +34.3% | -4.6% | +38.9% | +34.3% |
| 3Y | +296.2% | +46.7% | +249.5% | +216.1% |
| 5Y | +1,504.6% | +99.4% | +1,405.2% | +890.5% |
| All | +1,504.6% | +98.5% | +1,406.1% | +890.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling