+44.4%
REPL vs WCN
+166.2%
-121.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +2.6% | -1.3% | +0.1% |
| 30D | +92.2% | +23.9% | +68.2% | +73.4% |
| 3M | +44.1% | +17.4% | +26.7% | +33.1% |
| 6M | +313.0% | +28.0% | +285.0% | +263.7% |
| YTD | +125.2% | +11.6% | +113.7% | +111.9% |
| 1Y | +143.8% | +16.9% | +126.9% | +124.0% |
| 3Y | +104.2% | +51.6% | +52.6% | +42.3% |
| 5Y | -34.5% | +48.0% | -82.5% | -55.1% |
| All | +44.4% | +166.2% | -121.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling