-23.3%
REPL vs BWA
+75.7%
-99.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.4% |
| 7D | -3.0% | +5.7% | -8.6% | -4.6% |
| 30D | +27.1% | +1.4% | +25.7% | +26.3% |
| 3M | +52.4% | -12.1% | +64.5% | +58.3% |
| 6M | +107.4% | +28.6% | +78.9% | +93.0% |
| YTD | +54.7% | +51.1% | +3.6% | +35.4% |
| 1Y | +158.9% | +55.9% | +103.0% | +123.3% |
| All | -23.3% | +75.7% | -99.0% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling