-3.2%
WAT vs REPL
-54.3%
+51.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -1.3% | -3.0% | +1.7% | -1.2% |
| 30D | +2.3% | +27.1% | -24.8% | +1.8% |
| 3M | +8.7% | +52.4% | -43.6% | +6.9% |
| 6M | +28.3% | +107.4% | -79.1% | +22.4% |
| YTD | +7.8% | +54.7% | -47.0% | +3.8% |
| 1Y | +36.6% | +158.9% | -122.3% | +26.7% |
| 3Y | +45.7% | -23.7% | +69.4% | +34.1% |
| All | -3.2% | -54.3% | +51.1% | -14.5% |
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