+6.3%
WBD vs REPL
-6.0%
+12.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | +8.8% | +27.1% | -18.4% | +7.4% |
| 3M | +4.6% | +52.4% | -47.8% | +0.2% |
| 6M | +1.1% | +107.4% | -106.4% | -9.5% |
| YTD | -2.0% | +54.7% | -56.7% | -10.8% |
| 1Y | +140.0% | +158.9% | -18.8% | +103.1% |
| 3Y | +144.4% | -23.7% | +168.1% | +96.7% |
| 5Y | -0.2% | -54.3% | +54.1% | -18.1% |
| All | +6.3% | -6.0% | +12.3% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling