+42.6%
REPL vs WU
-40.9%
+83.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.1% |
| 7D | +22.8% | +11.7% | +11.1% | +21.8% |
| 30D | +63.8% | +12.6% | +51.2% | +62.4% |
| 3M | +68.1% | -0.5% | +68.6% | +67.9% |
| 6M | +528.5% | -18.2% | +546.7% | +548.3% |
| YTD | +122.4% | -19.0% | +141.4% | +126.8% |
| 1Y | +154.4% | -16.7% | +171.0% | +156.2% |
| 3Y | +68.0% | -21.0% | +89.0% | +57.7% |
| 5Y | -35.4% | -41.7% | +6.3% | -32.4% |
| All | +42.6% | -40.9% | +83.5% | +37.4% |
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