+107.4%
REPL vs WCN
-3.5%
+110.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.1% |
| 7D | -3.0% | -0.6% | -2.3% | -2.7% |
| 30D | +27.1% | +0.4% | +26.7% | +26.5% |
| 3M | +52.4% | +7.3% | +45.1% | +45.9% |
| 6M | +107.4% | -2.5% | +110.0% | +118.8% |
| All | +107.4% | -3.5% | +110.9% | +118.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling