-14.8%
REPL vs FWONK
+160.4%
-175.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -14.1% | +0.1% | -14.2% | -14.1% |
| 30D | -15.2% | -7.7% | -7.5% | -13.0% |
| 3M | +49.9% | +5.7% | +44.2% | +44.3% |
| 6M | +63.5% | +13.5% | +50.1% | +50.2% |
| YTD | +32.9% | -3.0% | +35.9% | +29.6% |
| 1Y | +115.0% | -6.4% | +121.4% | +110.9% |
| 3Y | -34.7% | +43.8% | -78.5% | -48.7% |
| 5Y | -59.7% | +98.6% | -158.2% | -73.8% |
| All | -14.8% | +160.4% | -175.2% | -54.1% |
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