-2.6%
REPL vs BWA
+92.2%
-94.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | -5.7% | +4.3% | -10.0% | -7.4% |
| 30D | +22.5% | -2.9% | +25.4% | +23.8% |
| 3M | +64.7% | -12.4% | +77.1% | +72.8% |
| 6M | +83.0% | +28.6% | +54.5% | +64.9% |
| YTD | +52.0% | +48.2% | +3.7% | +26.0% |
| 1Y | +144.5% | +50.9% | +93.6% | +100.0% |
| 3Y | -25.1% | +72.2% | -97.2% | -43.6% |
| 5Y | -52.9% | +91.1% | -143.9% | -67.6% |
| All | -2.6% | +92.2% | -94.7% | -46.0% |
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