+68.0%
REPL vs BWA
+51.7%
+16.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +7.3% |
| 7D | +22.8% | -5.5% | +28.2% | +24.6% |
| 30D | +63.8% | -21.7% | +85.5% | +74.6% |
| 3M | +68.1% | -25.6% | +93.7% | +80.9% |
| 6M | +528.5% | -17.4% | +545.9% | +552.8% |
| YTD | +122.4% | +9.2% | +113.2% | +113.5% |
| 1Y | +154.4% | +9.7% | +144.6% | +143.4% |
| 3Y | +68.0% | +54.6% | +13.4% | +23.7% |
| All | +68.0% | +51.7% | +16.3% | +23.7% |
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 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