-2.6%
REPL vs FWONK
+158.6%
-161.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.7% | -2.1% | -3.7% | -5.1% |
| 30D | +22.5% | -7.7% | +30.2% | +25.7% |
| 3M | +64.7% | +9.3% | +55.4% | +56.4% |
| 6M | +83.0% | +13.3% | +69.7% | +68.0% |
| YTD | +52.0% | -3.6% | +55.6% | +48.4% |
| 1Y | +144.5% | -6.8% | +151.3% | +139.9% |
| 3Y | -25.1% | +43.9% | -68.9% | -41.2% |
| 5Y | -52.9% | +94.4% | -147.3% | -69.1% |
| All | -2.6% | +158.6% | -161.2% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling