+115.0%
REPL vs FWONK
-3.0%
+117.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.3% |
| 7D | -14.1% | +0.1% | -14.2% | -14.1% |
| 30D | -15.2% | -7.7% | -7.5% | -21.1% |
| 3M | +49.9% | +5.7% | +44.2% | +54.7% |
| 6M | +63.5% | +13.5% | +50.1% | +77.5% |
| YTD | +32.9% | -3.0% | +35.9% | +28.5% |
| 1Y | +115.0% | -6.4% | +121.4% | +106.4% |
| All | +115.0% | -3.0% | +117.9% | +106.4% |
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