+5.0%
WBD vs REPL
-9.7%
+14.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.6% |
| 7D | -1.7% | -9.6% | +7.9% | -1.2% |
| 30D | +3.9% | +5.7% | -1.8% | +3.5% |
| 3M | +5.1% | +56.4% | -51.3% | +0.5% |
| 6M | +0.6% | +67.4% | -66.9% | -8.6% |
| YTD | -3.2% | +48.7% | -51.8% | -11.7% |
| 1Y | +127.7% | +148.3% | -20.6% | +93.1% |
| 3Y | +146.6% | -26.7% | +173.2% | +98.8% |
| 5Y | +4.2% | -54.1% | +58.3% | -14.6% |
| All | +5.0% | -9.7% | +14.7% | -31.6% |
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