+205.5%
WBD vs REPL
+13.3%
+192.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +223.1% | -208.9% | +5.5% |
| 7D | +14.2% | +223.1% | -208.9% | +5.5% |
| 30D | +14.2% | +223.1% | -208.9% | +5.5% |
| 3M | +14.2% | +223.1% | -208.9% | +5.5% |
| 6M | +13.3% | +56.4% | -43.1% | +5.2% |
| YTD | +7.4% | +35.3% | -27.9% | -0.2% |
| 1Y | +63.0% | +178.0% | -115.0% | +47.5% |
| All | +205.5% | +13.3% | +192.3% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling