-33.1%
REPL vs FWONK
+44.4%
-77.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.4% | -7.0% | -8.6% |
| 7D | -13.4% | -1.5% | -11.9% | -13.6% |
| 30D | -3.0% | -6.8% | +3.8% | -4.1% |
| 3M | +56.3% | +7.7% | +48.6% | +55.7% |
| 6M | +60.9% | +11.0% | +49.9% | +59.9% |
| YTD | +36.2% | -3.1% | +39.3% | +36.5% |
| 1Y | +121.0% | -3.5% | +124.5% | +121.1% |
| All | -33.1% | +44.4% | -77.5% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling