+183.4%
WAB vs REPL
-6.0%
+189.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +0.8% |
| 7D | -3.2% | -3.0% | -0.2% | -3.1% |
| 30D | -4.4% | +27.1% | -31.6% | -5.3% |
| 3M | +7.9% | +52.4% | -44.5% | +4.6% |
| 6M | +8.7% | +107.4% | -98.7% | 0.0% |
| YTD | +33.0% | +54.7% | -21.8% | +23.9% |
| 1Y | +46.7% | +158.9% | -112.2% | +29.5% |
| 3Y | +153.0% | -23.7% | +176.7% | +116.4% |
| 5Y | +222.3% | -54.3% | +276.6% | +182.7% |
| All | +183.4% | -6.0% | +189.4% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling