+46.8%
REPL vs WCC
+453.5%
-406.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.2% | +0.3% |
| 7D | +14.2% | -5.7% | +19.9% | +16.0% |
| 30D | +65.9% | -13.5% | +79.3% | +73.3% |
| 3M | +84.6% | -12.9% | +97.4% | +91.2% |
| 6M | +446.9% | -10.7% | +457.6% | +456.8% |
| YTD | +129.0% | +30.0% | +99.0% | +100.3% |
| 1Y | +167.9% | +24.7% | +143.2% | +137.0% |
| 3Y | +93.9% | +136.6% | -42.7% | +25.0% |
| 5Y | -33.0% | +143.9% | -176.9% | -59.4% |
| All | +46.8% | +453.5% | -406.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling