+130.7%
REPL vs WETO
-99.3%
+230.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -1.7% |
| 7D | +28.8% | +3.6% | +25.3% | +27.4% |
| 30D | +57.3% | -17.2% | +74.6% | +58.3% |
| 3M | +73.6% | -83.7% | +157.3% | +17.5% |
| 6M | +582.8% | -98.3% | +681.1% | +274.7% |
| YTD | +112.9% | -99.0% | +211.8% | +27.4% |
| 1Y | +130.7% | -99.4% | +230.0% | +54.9% |
| All | +130.7% | -99.3% | +230.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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