+155.6%
REPL vs WCC
+23.3%
+132.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.2% | +2.2% |
| 7D | +14.2% | -5.7% | +19.9% | +14.5% |
| 30D | +65.9% | -13.5% | +79.3% | +66.0% |
| 3M | +84.6% | -12.9% | +97.4% | +84.8% |
| 6M | +446.9% | -10.7% | +457.6% | +444.5% |
| YTD | +129.0% | +30.0% | +99.0% | +144.4% |
| All | +155.6% | +23.3% | +132.3% | +168.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling