+68.0%
REPL vs WST
+19.1%
+48.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +7.8% |
| 7D | +22.8% | -3.1% | +25.9% | +23.1% |
| 30D | +63.8% | +9.1% | +54.7% | +62.8% |
| 3M | +68.1% | +14.7% | +53.4% | +66.3% |
| 6M | +528.5% | +28.0% | +500.5% | +515.6% |
| YTD | +122.4% | +45.6% | +76.8% | +114.9% |
| 1Y | +154.4% | +45.7% | +108.7% | +145.6% |
| 3Y | +68.0% | +21.1% | +46.9% | +14.1% |
| All | +68.0% | +19.1% | +48.9% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling