+144.5%
REPL vs BWA
+53.0%
+91.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -5.7% | +4.3% | -10.0% | -6.8% |
| 30D | +22.5% | -2.9% | +25.4% | +23.2% |
| 3M | +64.7% | -12.4% | +77.1% | +72.0% |
| 6M | +83.0% | +28.6% | +54.5% | +73.5% |
| YTD | +52.0% | +48.2% | +3.7% | +39.5% |
| 1Y | +144.5% | +50.9% | +93.6% | +118.7% |
| All | +144.5% | +53.0% | +91.5% | +118.7% |
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