-0.8%
REPL vs WU
-40.4%
+39.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.6% |
| 7D | -3.0% | -0.8% | -2.1% | -2.9% |
| 30D | +27.1% | -1.1% | +28.2% | +27.2% |
| 3M | +52.4% | -3.9% | +56.2% | +49.9% |
| 6M | +107.4% | -20.7% | +128.1% | +114.5% |
| YTD | +54.7% | -18.4% | +73.1% | +57.9% |
| 1Y | +158.9% | -8.1% | +166.9% | +152.9% |
| 3Y | -23.7% | -24.2% | +0.4% | -27.4% |
| 5Y | -54.3% | -50.4% | -3.9% | -46.6% |
| All | -0.8% | -40.4% | +39.6% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling