+99.4%
FWONK vs RGEN
-44.2%
+143.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | -7.7% | -0.3% | -7.4% | -7.7% |
| 3M | +5.7% | +23.9% | -18.2% | +2.4% |
| 6M | +13.5% | +38.5% | -25.1% | +7.8% |
| YTD | -3.0% | +0.8% | -3.8% | -3.9% |
| 1Y | -6.4% | +38.2% | -44.6% | -11.9% |
| 3Y | +43.8% | +1.3% | +42.5% | +37.8% |
| All | +99.4% | -44.2% | +143.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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