-52.9%
REPL vs WSM
+189.5%
-242.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.7% | +2.6% | -8.3% | -6.2% |
| 30D | +22.5% | -9.5% | +32.0% | +24.8% |
| 3M | +64.7% | +12.9% | +51.8% | +58.6% |
| 6M | +83.0% | +23.0% | +60.0% | +69.3% |
| YTD | +52.0% | +28.9% | +23.0% | +37.7% |
| 1Y | +144.5% | +13.7% | +130.9% | +129.0% |
| 3Y | -25.1% | +232.6% | -257.7% | -54.9% |
| 5Y | -52.9% | +185.9% | -238.7% | -71.1% |
| All | -52.9% | +189.5% | -242.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling