+144.8%
REPL vs WCN
+16.4%
+128.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +9.8% | +1.2% | +8.6% | +9.6% |
| 30D | +81.5% | +26.4% | +55.1% | +72.5% |
| 3M | +44.2% | +17.5% | +26.7% | +39.8% |
| 6M | +437.4% | +28.7% | +408.7% | +408.8% |
| YTD | +126.1% | +11.5% | +114.6% | +121.7% |
| All | +144.8% | +16.4% | +128.4% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling