-25.1%
REPL vs NWSA
+44.8%
-69.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -2.0% |
| 7D | -5.7% | -2.6% | -3.1% | -6.0% |
| 30D | +22.5% | +4.6% | +17.9% | +23.1% |
| 3M | +64.7% | +10.2% | +54.5% | +66.0% |
| 6M | +83.0% | +21.6% | +61.4% | +78.9% |
| YTD | +52.0% | +14.6% | +37.3% | +51.5% |
| 1Y | +144.5% | +0.4% | +144.2% | +154.1% |
| 3Y | -25.1% | +45.0% | -70.0% | -44.3% |
| All | -25.1% | +44.8% | -69.8% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling