-33.0%
REPL vs NWSA
+15.5%
-48.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.8% |
| 7D | +14.2% | -10.5% | +24.7% | +17.2% |
| 30D | +65.9% | -8.8% | +74.6% | +69.2% |
| 3M | +84.6% | -6.5% | +91.1% | +87.1% |
| 6M | +446.9% | -1.3% | +448.3% | +436.5% |
| YTD | +129.0% | +2.5% | +126.5% | +116.1% |
| 1Y | +167.9% | +0.2% | +167.7% | +155.6% |
| 3Y | +93.9% | +27.6% | +66.3% | +52.6% |
| 5Y | -33.0% | +17.0% | -50.0% | -45.8% |
| All | -33.0% | +15.5% | -48.5% | -45.8% |
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