+2.3%
REPL vs WETO
-99.4%
+101.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -1.5% |
| 7D | -14.1% | -4.3% | -9.8% | -13.6% |
| 30D | -15.2% | -39.9% | +24.7% | -50.6% |
| 3M | +49.9% | -97.9% | +147.8% | -13.5% |
| 6M | +63.5% | -95.0% | +158.6% | -14.2% |
| YTD | +32.9% | -97.2% | +130.1% | -26.3% |
| 1Y | +115.0% | -98.9% | +213.9% | +30.3% |
| All | +2.3% | -99.4% | +101.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling