+184.1%
WAB vs REPL
+35.1%
+149.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.0% | -6.2% | +1.6% |
| 7D | +1.4% | +22.8% | -21.3% | +0.7% |
| 30D | +0.4% | +63.8% | -63.4% | -1.4% |
| 3M | -3.8% | +68.1% | -72.0% | -5.8% |
| 6M | +5.1% | +528.5% | -523.4% | -5.2% |
| YTD | +33.3% | +122.4% | -89.1% | +22.5% |
| 1Y | +39.8% | +154.4% | -114.5% | +27.5% |
| 3Y | +161.1% | +68.0% | +93.1% | +109.6% |
| 5Y | +209.5% | -35.4% | +244.8% | +168.6% |
| All | +184.1% | +35.1% | +149.0% | +87.2% |
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 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