+43.7%
REPL vs WCN
+163.8%
-120.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.7% |
| 7D | +5.3% | +0.4% | +4.8% | +5.0% |
| 30D | +66.6% | +25.3% | +41.3% | +49.5% |
| 3M | +59.6% | +15.4% | +44.1% | +48.4% |
| 6M | +482.4% | +27.8% | +454.5% | +413.3% |
| YTD | +124.1% | +10.6% | +113.5% | +111.7% |
| 1Y | +138.6% | +15.8% | +122.8% | +120.1% |
| 3Y | +96.0% | +50.3% | +45.8% | +37.1% |
| 5Y | -35.4% | +46.9% | -82.3% | -55.6% |
| All | +43.7% | +163.8% | -120.1% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling