+44.4%
REPL vs WTW
+136.4%
-92.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | +1.2% | +2.0% | -0.7% | +0.4% |
| 30D | +92.2% | +12.9% | +79.3% | +82.9% |
| 3M | +44.1% | +0.7% | +43.4% | +43.1% |
| 6M | +313.0% | +39.5% | +273.5% | +245.3% |
| YTD | +125.2% | +3.1% | +122.1% | +109.5% |
| 1Y | +143.8% | +4.8% | +139.0% | +124.5% |
| 3Y | +104.2% | +42.9% | +61.3% | +39.0% |
| 5Y | -34.5% | +55.3% | -89.8% | -58.8% |
| All | +44.4% | +136.4% | -92.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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