+105.0%
REPL vs WSM
+255.1%
-150.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.3% |
| 7D | +9.8% | -3.2% | +13.0% | +10.1% |
| 30D | +81.5% | +4.6% | +76.9% | +80.9% |
| 3M | +44.2% | +2.4% | +41.8% | +43.9% |
| 6M | +437.4% | +43.7% | +393.7% | +409.4% |
| YTD | +126.1% | +42.1% | +84.0% | +110.4% |
| 1Y | +143.1% | +32.3% | +110.9% | +129.9% |
| All | +105.0% | +255.1% | -150.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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