+791.9%
WDC vs REPL
-7.7%
+799.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.2% |
| 7D | +6.0% | -5.7% | +11.7% | +6.3% |
| 30D | +9.9% | +22.5% | -12.5% | +8.6% |
| 3M | -9.4% | +64.7% | -74.0% | -14.1% |
| 6M | +94.7% | +83.0% | +11.7% | +73.9% |
| YTD | +177.4% | +52.0% | +125.4% | +150.0% |
| 1Y | +412.6% | +144.5% | +268.0% | +328.3% |
| 3Y | +1,359.8% | -25.1% | +1,384.8% | +1,054.2% |
| 5Y | +992.6% | -52.9% | +1,045.4% | +784.6% |
| All | +791.9% | -7.7% | +799.6% | +421.5% |
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