-25.1%
REPL vs WSM
+239.4%
-264.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.7% | +2.6% | -8.3% | -5.9% |
| 30D | +22.5% | -9.5% | +32.0% | +23.2% |
| 3M | +64.7% | +12.9% | +51.8% | +61.3% |
| 6M | +83.0% | +23.0% | +60.0% | +74.8% |
| YTD | +52.0% | +28.9% | +23.0% | +43.0% |
| 1Y | +144.5% | +13.7% | +130.9% | +135.7% |
| 3Y | -25.1% | +232.6% | -257.7% | -43.3% |
| All | -25.1% | +239.4% | -264.5% | -43.3% |
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