-0.8%
REPL vs NWSA
+114.2%
-115.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | -3.0% | -1.9% | -1.1% | -2.2% |
| 30D | +27.1% | +4.6% | +22.6% | +24.8% |
| 3M | +52.4% | +13.2% | +39.2% | +41.0% |
| 6M | +107.4% | +27.0% | +80.5% | +75.6% |
| YTD | +54.7% | +16.8% | +37.9% | +35.5% |
| 1Y | +158.9% | +4.5% | +154.4% | +139.7% |
| 3Y | -23.7% | +46.2% | -70.0% | -44.4% |
| 5Y | -54.3% | +40.9% | -95.3% | -66.9% |
| All | -0.8% | +114.2% | -115.0% | -55.8% |
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 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