-27.0%
REPL vs WTW
+60.9%
-87.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -3.6% |
| 7D | -9.6% | -7.1% | -2.5% | -12.2% |
| 30D | +5.7% | -8.5% | +14.2% | +2.1% |
| 3M | +56.4% | +20.6% | +35.8% | +68.3% |
| 6M | +67.4% | +7.2% | +60.2% | +81.4% |
| YTD | +48.7% | -3.9% | +52.5% | +61.8% |
| 1Y | +148.3% | -3.6% | +151.9% | +170.2% |
| All | -27.0% | +60.9% | -87.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling