-0.8%
REPL vs WCC
+513.8%
-514.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.9% |
| 7D | -3.0% | +4.5% | -7.4% | -4.5% |
| 30D | +27.1% | -5.8% | +32.9% | +29.2% |
| 3M | +52.4% | -3.7% | +56.0% | +53.2% |
| 6M | +107.4% | +23.1% | +84.4% | +87.8% |
| YTD | +54.7% | +44.2% | +10.6% | +31.6% |
| 1Y | +158.9% | +62.1% | +96.8% | +109.7% |
| 3Y | -23.7% | +121.1% | -144.8% | -49.3% |
| 5Y | -54.3% | +214.0% | -268.3% | -74.6% |
| All | -0.8% | +513.8% | -514.6% | -61.7% |
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 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