+227.9%
WAB vs REPL
-54.3%
+282.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -3.2% |
| 30D | -4.4% | +27.1% | -31.6% | -4.7% |
| 3M | +7.9% | +52.4% | -44.5% | +6.9% |
| 6M | +8.7% | +107.4% | -98.7% | +5.5% |
| YTD | +33.0% | +54.7% | -21.8% | +29.7% |
| 1Y | +46.7% | +158.9% | -112.2% | +40.0% |
| 3Y | +153.0% | -23.7% | +176.7% | +144.4% |
| All | +227.9% | -54.3% | +282.2% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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