+528.5%
REPL vs WST
+28.5%
+500.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +8.2% |
| 7D | +22.8% | -3.1% | +25.9% | +22.1% |
| 30D | +63.8% | +9.1% | +54.7% | +68.9% |
| 3M | +68.1% | +14.7% | +53.4% | +78.3% |
| 6M | +528.5% | +28.0% | +500.5% | +673.1% |
| All | +528.5% | +28.5% | +500.0% | +673.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling