-54.9%
REPL vs WTW
+41.5%
-96.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.0% |
| 7D | -9.6% | -7.1% | -2.5% | -9.3% |
| 30D | +5.7% | -8.5% | +14.2% | +6.1% |
| 3M | +56.4% | +20.6% | +35.8% | +52.3% |
| 6M | +67.4% | +7.2% | +60.2% | +65.1% |
| YTD | +48.7% | -3.9% | +52.5% | +51.6% |
| 1Y | +148.3% | -3.6% | +151.9% | +152.1% |
| 3Y | -26.7% | +60.7% | -87.4% | -49.7% |
| All | -54.9% | +41.5% | -96.4% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling