-4.7%
REPL vs WTW
+120.4%
-125.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.7% |
| 7D | -9.6% | -7.1% | -2.5% | -6.9% |
| 30D | +5.7% | -8.5% | +14.2% | +9.3% |
| 3M | +56.4% | +20.6% | +35.8% | +40.5% |
| 6M | +67.4% | +7.2% | +60.2% | +52.6% |
| YTD | +48.7% | -3.9% | +52.5% | +42.5% |
| 1Y | +148.3% | -3.6% | +151.9% | +136.3% |
| 3Y | -26.7% | +60.7% | -87.4% | -55.5% |
| 5Y | -54.1% | +42.2% | -96.3% | -70.0% |
| All | -4.7% | +120.4% | -125.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling