-52.9%
REPL vs NWSA
+40.6%
-93.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -5.7% | -2.6% | -3.1% | -5.0% |
| 30D | +22.5% | +4.6% | +17.9% | +21.0% |
| 3M | +64.7% | +10.2% | +54.5% | +58.0% |
| 6M | +83.0% | +21.6% | +61.4% | +64.6% |
| YTD | +52.0% | +14.6% | +37.3% | +39.5% |
| 1Y | +144.5% | +0.4% | +144.2% | +138.5% |
| 3Y | -25.1% | +45.0% | -70.0% | -43.2% |
| 5Y | -52.9% | +41.3% | -94.2% | -64.7% |
| All | -52.9% | +40.6% | -93.5% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling