+32.1%
REPL vs WST
+306.3%
-274.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -2.1% |
| 7D | +15.1% | -5.8% | +20.9% | +17.1% |
| 30D | +51.1% | +5.3% | +45.8% | +49.1% |
| 3M | +69.2% | +11.8% | +57.4% | +63.8% |
| 6M | +597.6% | +26.7% | +570.9% | +548.0% |
| YTD | +106.0% | +43.0% | +63.0% | +83.7% |
| 1Y | +133.3% | +38.9% | +94.5% | +109.5% |
| 3Y | +41.0% | +18.2% | +22.8% | +17.3% |
| 5Y | -40.1% | -1.5% | -38.6% | -47.0% |
| All | +32.1% | +306.3% | -274.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling