+16.4%
WBD vs REPL
-17.8%
+34.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +18.4% | +187.2% | +200.8% |
| 7D | +205.5% | +18.4% | +187.2% | +200.8% |
| 30D | +205.5% | +18.4% | +187.2% | +200.8% |
| 3M | +205.5% | +18.4% | +187.2% | +200.8% |
| 6M | +205.5% | +18.4% | +187.2% | +200.8% |
| YTD | +205.5% | +18.4% | +187.2% | +200.8% |
| 1Y | +205.5% | +18.4% | +187.2% | +200.8% |
| 3Y | +206.7% | -18.4% | +225.1% | +215.4% |
| 5Y | +18.4% | -56.1% | +74.4% | +26.5% |
| All | +16.4% | -17.8% | +34.3% | -0.6% |
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