-13.5%
WBD vs REPL
-45.6%
+32.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.4% | +1.1% |
| 7D | +3.1% | -6.4% | +9.5% | +3.5% |
| 30D | +34.4% | +92.3% | -57.9% | +25.4% |
| 3M | +110.6% | +64.7% | +46.0% | +95.5% |
| 6M | +153.4% | +13.0% | +140.4% | +115.8% |
| YTD | +117.4% | -28.1% | +145.5% | +93.4% |
| 1Y | +150.3% | -30.0% | +180.3% | +121.0% |
| 3Y | +112.8% | -56.7% | +169.5% | +87.4% |
| 5Y | +0.3% | -80.4% | +80.6% | -7.7% |
| All | -13.5% | -45.6% | +32.0% | -37.8% |
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 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