+68.0%
REPL vs WU
-21.7%
+89.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +6.7% |
| 7D | +22.8% | +11.7% | +11.1% | +32.4% |
| 30D | +63.8% | +12.6% | +51.2% | +77.2% |
| 3M | +68.1% | -0.5% | +68.6% | +66.1% |
| 6M | +528.5% | -18.2% | +546.7% | +527.9% |
| YTD | +122.4% | -19.0% | +141.4% | +123.4% |
| 1Y | +154.4% | -16.7% | +171.0% | +155.9% |
| 3Y | +68.0% | -21.0% | +89.0% | +55.3% |
| All | +68.0% | -21.7% | +89.7% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling