+14.4%
REPL vs WETO
-99.4%
+113.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +3.0% | -1.3% |
| 7D | -9.6% | -38.7% | +29.1% | -2.7% |
| 30D | +5.7% | -51.3% | +57.0% | -34.7% |
| 3M | +56.4% | -97.8% | +154.2% | -9.7% |
| 6M | +67.4% | -94.8% | +162.2% | -12.5% |
| YTD | +48.7% | -97.2% | +145.9% | -17.3% |
| 1Y | +148.3% | -98.9% | +247.2% | +51.4% |
| All | +14.4% | -99.4% | +113.8% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling