+46.8%
REPL vs WST
+327.6%
-280.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.4% | +2.0% |
| 7D | +14.2% | +1.3% | +12.9% | +13.8% |
| 30D | +65.9% | +12.9% | +53.0% | +60.5% |
| 3M | +84.6% | +16.7% | +67.9% | +76.6% |
| 6M | +446.9% | +26.8% | +420.1% | +408.0% |
| YTD | +129.0% | +50.5% | +78.5% | +101.3% |
| 1Y | +167.9% | +52.9% | +115.0% | +134.2% |
| 3Y | +93.9% | +23.9% | +70.0% | +59.1% |
| 5Y | -33.0% | +1.0% | -34.0% | -40.6% |
| All | +46.8% | +327.6% | -280.8% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling