+130.7%
REPL vs BWA
+17.4%
+113.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | +28.8% | -9.9% | +38.7% | +31.3% |
| 30D | +57.3% | -16.4% | +73.7% | +62.9% |
| 3M | +73.6% | -19.8% | +93.4% | +80.2% |
| 6M | +582.8% | -10.0% | +592.8% | +586.8% |
| YTD | +112.9% | +12.7% | +100.1% | +120.7% |
| 1Y | +130.7% | +15.7% | +115.0% | +142.1% |
| All | +130.7% | +17.4% | +113.3% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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