-35.1%
REPL vs WCC
+117.0%
-152.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +7.4% |
| 7D | +22.8% | -14.7% | +37.5% | +28.2% |
| 30D | +63.8% | -20.1% | +83.8% | +74.3% |
| 3M | +68.1% | -21.2% | +89.3% | +78.7% |
| 6M | +528.5% | -19.2% | +547.7% | +558.5% |
| YTD | +122.4% | +20.2% | +102.2% | +101.2% |
| 1Y | +154.4% | +14.5% | +139.9% | +133.2% |
| 3Y | +68.0% | +115.1% | -47.1% | +12.9% |
| All | -35.1% | +117.0% | -152.1% | -58.3% |
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