+42.6%
REPL vs WCC
+411.9%
-369.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +7.3% |
| 7D | +22.8% | -14.7% | +37.5% | +28.9% |
| 30D | +63.8% | -20.1% | +83.8% | +75.7% |
| 3M | +68.1% | -21.2% | +89.3% | +80.2% |
| 6M | +528.5% | -19.2% | +547.7% | +562.2% |
| YTD | +122.4% | +20.2% | +102.2% | +99.7% |
| 1Y | +154.4% | +14.5% | +139.9% | +131.7% |
| 3Y | +68.0% | +115.1% | -47.1% | +11.9% |
| 5Y | -35.4% | +121.5% | -156.9% | -59.6% |
| All | +42.6% | +411.9% | -369.3% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling