-34.3%
REPL vs WSM
+165.0%
-199.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.8% |
| 7D | +9.8% | -3.2% | +13.0% | +10.4% |
| 30D | +81.5% | +4.6% | +76.9% | +79.8% |
| 3M | +44.2% | +2.4% | +41.8% | +43.4% |
| 6M | +437.4% | +43.7% | +393.7% | +388.7% |
| YTD | +126.1% | +42.1% | +84.0% | +101.1% |
| 1Y | +143.1% | +32.3% | +110.9% | +120.3% |
| 3Y | +97.8% | +253.0% | -155.2% | +19.2% |
| 5Y | -34.3% | +161.3% | -195.5% | -57.1% |
| All | -34.3% | +165.0% | -199.3% | -57.1% |
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