-53.0%
REPL vs WU
-50.7%
-2.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.9% |
| 7D | -3.0% | -0.8% | -2.1% | -3.2% |
| 30D | +27.1% | -1.1% | +28.2% | +26.7% |
| 3M | +52.4% | -3.9% | +56.2% | +53.7% |
| 6M | +107.4% | -20.7% | +128.1% | +111.7% |
| YTD | +54.7% | -18.4% | +73.1% | +57.5% |
| 1Y | +158.9% | -8.1% | +166.9% | +161.3% |
| 3Y | -23.7% | -24.2% | +0.4% | -21.4% |
| All | -53.0% | -50.7% | -2.3% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling