+46.8%
REPL vs BWA
+49.2%
-2.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.4% | -2.4% | +0.8% |
| 7D | +14.2% | -0.6% | +14.8% | +14.5% |
| 30D | +65.9% | -16.1% | +82.0% | +77.7% |
| 3M | +84.6% | -24.6% | +109.2% | +105.5% |
| 6M | +446.9% | -15.7% | +462.6% | +475.4% |
| YTD | +129.0% | +15.1% | +113.9% | +109.3% |
| 1Y | +167.9% | +15.9% | +152.0% | +143.2% |
| 3Y | +93.9% | +67.1% | +26.8% | +45.4% |
| 5Y | -33.0% | +34.7% | -67.7% | -46.8% |
| All | +46.8% | +49.2% | -2.3% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling