-2.6%
REPL vs WU
-41.9%
+39.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.6% |
| 7D | -5.7% | -0.8% | -4.9% | -5.7% |
| 30D | +22.5% | -1.1% | +23.6% | +22.6% |
| 3M | +64.7% | -1.8% | +66.5% | +59.7% |
| 6M | +83.0% | -23.9% | +106.9% | +90.6% |
| YTD | +52.0% | -20.4% | +72.4% | +55.3% |
| 1Y | +144.5% | -10.6% | +155.1% | +139.3% |
| 3Y | -25.1% | -27.7% | +2.7% | -27.7% |
| 5Y | -52.9% | -51.1% | -1.7% | -45.3% |
| All | -2.6% | -41.9% | +39.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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