-2.6%
REPL vs WCC
+529.0%
-531.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.6% |
| 7D | -5.7% | +8.5% | -14.2% | -8.3% |
| 30D | +22.5% | -1.0% | +23.5% | +22.4% |
| 3M | +64.7% | +2.1% | +62.5% | +62.3% |
| 6M | +83.0% | +36.8% | +46.2% | +60.3% |
| YTD | +52.0% | +47.7% | +4.2% | +28.2% |
| 1Y | +144.5% | +66.5% | +78.0% | +96.2% |
| 3Y | -25.1% | +134.2% | -159.2% | -51.2% |
| 5Y | -52.9% | +231.6% | -284.5% | -74.3% |
| All | -2.6% | +529.0% | -531.6% | -62.7% |
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