+104.4%
WAT vs REPL
-7.7%
+112.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -0.7% | -5.7% | +5.0% | -0.5% |
| 30D | -1.0% | +22.5% | -23.4% | -1.7% |
| 3M | +10.9% | +64.7% | -53.8% | +7.1% |
| 6M | +33.2% | +83.0% | -49.8% | +23.5% |
| YTD | +6.1% | +52.0% | -45.9% | -0.9% |
| 1Y | +30.2% | +144.5% | -114.3% | +15.5% |
| 3Y | +52.9% | -25.1% | +77.9% | +30.5% |
| 5Y | -5.1% | -52.9% | +47.7% | -18.0% |
| All | +104.4% | -7.7% | +112.1% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling