+45.0%
REPL vs WU
-42.8%
+87.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +9.8% | -5.3% | +15.1% | +10.2% |
| 30D | +81.5% | +9.0% | +72.5% | +80.4% |
| 3M | +44.2% | -3.6% | +47.8% | +44.4% |
| 6M | +437.4% | -19.4% | +456.8% | +452.2% |
| YTD | +126.1% | -21.7% | +147.8% | +131.1% |
| 1Y | +143.1% | -16.1% | +159.3% | +142.1% |
| 3Y | +97.8% | -24.1% | +122.0% | +86.8% |
| 5Y | -34.3% | -44.1% | +9.9% | -30.6% |
| All | +45.0% | -42.8% | +87.8% | +40.0% |
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