+130.7%
REPL vs WST
+47.3%
+83.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +28.8% | +1.3% | +27.6% | +28.1% |
| 30D | +57.3% | +8.5% | +48.8% | +52.6% |
| 3M | +73.6% | +17.2% | +56.4% | +62.8% |
| 6M | +582.8% | +36.3% | +546.6% | +484.4% |
| YTD | +112.9% | +48.9% | +63.9% | +68.9% |
| 1Y | +130.7% | +42.9% | +87.8% | +86.9% |
| All | +130.7% | +47.3% | +83.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling