-53.0%
REPL vs WCN
+30.3%
-83.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.5% |
| 7D | -3.0% | -0.6% | -2.3% | -2.9% |
| 30D | +27.1% | +0.4% | +26.7% | +27.0% |
| 3M | +52.4% | +7.3% | +45.1% | +51.0% |
| 6M | +107.4% | -2.5% | +110.0% | +108.3% |
| YTD | +54.7% | -5.4% | +60.1% | +55.6% |
| 1Y | +158.9% | -8.5% | +167.3% | +161.0% |
| 3Y | -23.7% | +20.8% | -44.5% | -33.8% |
| All | -53.0% | +30.3% | -83.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling