-53.0%
REPL vs WCC
+216.1%
-269.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.7% |
| 7D | -3.0% | +4.5% | -7.4% | -4.3% |
| 30D | +27.1% | -5.8% | +32.9% | +29.0% |
| 3M | +52.4% | -3.7% | +56.0% | +53.2% |
| 6M | +107.4% | +23.1% | +84.4% | +89.6% |
| YTD | +54.7% | +44.2% | +10.6% | +33.3% |
| 1Y | +158.9% | +62.1% | +96.8% | +112.5% |
| 3Y | -23.7% | +121.1% | -144.8% | -48.6% |
| All | -53.0% | +216.1% | -269.1% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling