+107.4%
REPL vs NWSA
+28.2%
+79.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -5.1% |
| 7D | -3.0% | -1.9% | -1.1% | -6.5% |
| 30D | +27.1% | +4.6% | +22.6% | +37.2% |
| 3M | +52.4% | +13.2% | +39.2% | +100.3% |
| 6M | +107.4% | +27.0% | +80.5% | +230.1% |
| All | +107.4% | +28.2% | +79.3% | +230.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling