+44.4%
REPL vs WU
-42.1%
+86.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +1.2% | -2.0% | +3.3% | +1.4% |
| 30D | +92.2% | +11.4% | +80.8% | +90.8% |
| 3M | +44.1% | -6.8% | +50.9% | +44.5% |
| 6M | +313.0% | -14.6% | +327.6% | +319.5% |
| YTD | +125.2% | -20.6% | +145.8% | +130.0% |
| 1Y | +143.8% | -15.4% | +159.1% | +142.9% |
| 3Y | +104.2% | -23.6% | +127.8% | +93.3% |
| 5Y | -34.5% | -43.4% | +8.8% | -30.9% |
| All | +44.4% | -42.1% | +86.5% | +39.3% |
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