-35.1%
REPL vs WU
-42.0%
+6.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +7.4% |
| 7D | +22.8% | +11.7% | +11.1% | +27.2% |
| 30D | +63.8% | +12.6% | +51.2% | +70.0% |
| 3M | +68.1% | -0.5% | +68.6% | +67.6% |
| 6M | +528.5% | -18.2% | +546.7% | +538.0% |
| YTD | +122.4% | -19.0% | +141.4% | +125.5% |
| 1Y | +154.4% | -16.7% | +171.0% | +157.1% |
| 3Y | +68.0% | -21.0% | +89.0% | +72.2% |
| All | -35.1% | -42.0% | +6.8% | -29.7% |
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