+43.7%
REPL vs WST
+327.4%
-283.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | +5.3% | +1.0% | +4.3% | +5.0% |
| 30D | +66.6% | +12.3% | +54.3% | +61.5% |
| 3M | +59.6% | +17.5% | +42.1% | +52.4% |
| 6M | +482.4% | +28.2% | +454.2% | +439.1% |
| YTD | +124.1% | +50.4% | +73.7% | +97.0% |
| 1Y | +138.6% | +49.3% | +89.3% | +109.9% |
| 3Y | +96.0% | +21.8% | +74.2% | +62.2% |
| 5Y | -35.4% | +0.3% | -35.7% | -42.5% |
| All | +43.7% | +327.4% | -283.7% | -44.3% |
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