+53.6%
REPL vs WCN
+162.3%
-108.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.3% |
| 7D | +12.7% | +2.6% | +10.1% | +11.4% |
| 30D | +73.5% | +25.3% | +48.2% | +55.6% |
| 3M | +70.3% | +15.2% | +55.1% | +58.5% |
| 6M | +472.0% | +26.4% | +445.6% | +407.0% |
| YTD | +139.5% | +9.9% | +129.6% | +126.9% |
| 1Y | +167.3% | +16.2% | +151.1% | +146.2% |
| 3Y | +109.5% | +49.4% | +60.1% | +47.0% |
| 5Y | -29.9% | +46.2% | -76.1% | -51.7% |
| All | +53.6% | +162.3% | -108.7% | -35.8% |
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