-4.7%
REPL vs WCN
+120.8%
-125.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -9.6% | -1.7% | -7.8% | -8.9% |
| 30D | +5.7% | -3.0% | +8.7% | +7.0% |
| 3M | +56.4% | +2.5% | +53.8% | +53.8% |
| 6M | +67.4% | -5.7% | +73.1% | +72.1% |
| YTD | +48.7% | -7.4% | +56.1% | +53.2% |
| 1Y | +148.3% | -8.6% | +156.9% | +156.1% |
| 3Y | -26.7% | +19.4% | -46.1% | -42.3% |
| 5Y | -54.1% | +27.2% | -81.3% | -66.7% |
| All | -4.7% | +120.8% | -125.5% | -56.7% |
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