+44.4%
REPL vs NWSA
+90.8%
-46.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.6% |
| 7D | +1.2% | +2.2% | -0.9% | +0.2% |
| 30D | +92.2% | -8.8% | +100.9% | +98.7% |
| 3M | +44.1% | -6.5% | +50.6% | +47.2% |
| 6M | +313.0% | +1.5% | +311.5% | +295.2% |
| YTD | +125.2% | +4.0% | +121.2% | +105.9% |
| 1Y | +143.8% | +3.4% | +140.3% | +123.4% |
| 3Y | +104.2% | +34.8% | +69.3% | +52.4% |
| 5Y | -34.5% | +18.4% | -52.9% | -48.6% |
| All | +44.4% | +90.8% | -46.4% | -32.9% |
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