-4.7%
REPL vs NWSA
+109.4%
-114.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -9.6% | -3.1% | -6.5% | -8.3% |
| 30D | +5.7% | +4.3% | +1.4% | +3.8% |
| 3M | +56.4% | +9.2% | +47.2% | +47.2% |
| 6M | +67.4% | +21.6% | +45.9% | +44.8% |
| YTD | +48.7% | +14.2% | +34.4% | +31.6% |
| 1Y | +148.3% | +1.8% | +146.5% | +132.8% |
| 3Y | -26.7% | +44.4% | -71.1% | -46.4% |
| 5Y | -54.1% | +41.0% | -95.1% | -66.9% |
| All | -4.7% | +109.4% | -114.1% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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