+141.8%
WAT vs REPL
+39.1%
+102.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.1% |
| 7D | +6.0% | +14.2% | -8.2% | +5.6% |
| 30D | +9.9% | +65.9% | -56.0% | +7.8% |
| 3M | +17.2% | +84.6% | -67.4% | +14.4% |
| 6M | +34.2% | +446.9% | -412.7% | +22.0% |
| YTD | +25.5% | +129.0% | -103.5% | +15.3% |
| 1Y | +28.3% | +167.9% | -139.6% | +16.8% |
| 3Y | +88.4% | +93.9% | -5.5% | +50.2% |
| 5Y | +36.1% | -33.0% | +69.1% | +16.6% |
| All | +141.8% | +39.1% | +102.7% | +65.7% |
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