+53.6%
REPL vs NWSA
+88.2%
-34.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +12.7% | -9.7% | +22.4% | +17.3% |
| 30D | +73.5% | -8.6% | +82.1% | +79.3% |
| 3M | +70.3% | -6.3% | +76.6% | +73.9% |
| 6M | +472.0% | -1.2% | +473.2% | +454.7% |
| YTD | +139.5% | +2.6% | +136.9% | +120.4% |
| 1Y | +167.3% | 0.0% | +167.2% | +149.4% |
| 3Y | +109.5% | +30.1% | +79.5% | +59.6% |
| 5Y | -29.9% | +18.3% | -48.2% | -45.0% |
| All | +53.6% | +88.2% | -34.7% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling