-61.9%
WBD vs REPL
-30.6%
-31.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +5.5% |
| 7D | -13.9% | -21.8% | +7.8% | -11.5% |
| 30D | -7.6% | -26.8% | +19.2% | -4.2% |
| 3M | -28.3% | -43.0% | +14.8% | -23.1% |
| 6M | -22.3% | -42.4% | +20.1% | -17.5% |
| YTD | +6.9% | -59.2% | +66.0% | +18.3% |
| 1Y | -6.2% | -44.8% | +38.6% | -0.5% |
| 3Y | -55.8% | -74.9% | +19.1% | -51.0% |
| 5Y | -69.3% | -22.9% | -46.4% | -72.7% |
| All | -61.9% | -30.6% | -31.3% | -67.0% |
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