+132.1%
WAT vs REPL
+35.1%
+97.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.7% |
| 7D | -1.1% | +22.8% | -23.9% | -1.8% |
| 30D | +5.0% | +63.8% | -58.8% | +3.0% |
| 3M | +14.5% | +68.1% | -53.6% | +12.1% |
| 6M | +30.9% | +528.5% | -497.6% | +18.1% |
| YTD | +20.5% | +122.4% | -102.0% | +10.8% |
| 1Y | +23.3% | +154.4% | -131.1% | +12.6% |
| 3Y | +81.5% | +68.0% | +13.5% | +46.3% |
| 5Y | +33.4% | -35.4% | +68.8% | +14.4% |
| All | +132.1% | +35.1% | +97.0% | +59.2% |
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