+115.0%
REPL vs WTW
-3.2%
+118.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -14.1% | -5.7% | -8.4% | -18.2% |
| 30D | -15.2% | -7.3% | -8.0% | -20.2% |
| 3M | +49.9% | +21.5% | +28.4% | +77.6% |
| 6M | +63.5% | +9.6% | +53.9% | +96.4% |
| YTD | +32.9% | -3.3% | +36.2% | +59.1% |
| 1Y | +115.0% | -6.1% | +121.1% | +162.3% |
| All | +115.0% | -3.2% | +118.1% | +162.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling