-0.8%
REPL vs WSM
+761.4%
-762.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.2% |
| 7D | -3.0% | -3.3% | +0.3% | -2.1% |
| 30D | +27.1% | -8.4% | +35.5% | +30.1% |
| 3M | +52.4% | +9.7% | +42.7% | +46.4% |
| 6M | +107.4% | +16.7% | +90.8% | +90.6% |
| YTD | +54.7% | +28.7% | +26.1% | +36.6% |
| 1Y | +158.9% | +13.7% | +145.2% | +137.4% |
| 3Y | -23.7% | +230.1% | -253.8% | -57.8% |
| 5Y | -54.3% | +179.0% | -233.3% | -74.4% |
| All | -0.8% | +761.4% | -762.2% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling