-33.7%
REPL vs BWA
+27.4%
-61.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.2% | +4.3% | -3.0% | -0.2% |
| 30D | +92.2% | -13.0% | +105.2% | +100.6% |
| 3M | +44.1% | -24.8% | +68.9% | +57.3% |
| 6M | +313.0% | -23.5% | +336.5% | +343.9% |
| YTD | +125.2% | +13.8% | +111.4% | +110.1% |
| 1Y | +143.8% | +13.4% | +130.3% | +127.1% |
| 3Y | +104.2% | +62.8% | +41.4% | +61.7% |
| All | -33.7% | +27.4% | -61.2% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling