+4.2%
WBD vs REPL
-53.9%
+58.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.7% | -5.7% | +5.0% | -0.5% |
| 30D | +5.0% | +22.5% | -17.5% | +4.1% |
| 3M | +6.2% | +64.7% | -58.4% | +2.4% |
| 6M | +0.6% | +83.0% | -82.4% | -6.8% |
| YTD | -2.4% | +52.0% | -54.4% | -9.0% |
| 1Y | +127.7% | +144.5% | -16.8% | +100.4% |
| 3Y | +148.4% | -25.1% | +173.5% | +115.0% |
| 5Y | +4.2% | -52.9% | +57.1% | -10.6% |
| All | +4.2% | -53.9% | +58.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling