+91.6%
GWW vs REPL
-24.7%
+116.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | -1.5% | -5.7% | +4.2% | -1.5% |
| 30D | +1.1% | +22.5% | -21.4% | +1.1% |
| 3M | -1.0% | +64.7% | -65.6% | -1.2% |
| 6M | +16.3% | +83.0% | -66.7% | +16.1% |
| YTD | +28.5% | +52.0% | -23.4% | +28.2% |
| 1Y | +30.3% | +144.5% | -114.3% | +29.9% |
| 3Y | +91.6% | -25.1% | +116.7% | +94.1% |
| All | +91.6% | -24.7% | +116.3% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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