+528.7%
WDC vs REPL
-35.6%
+564.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.7% |
| 7D | -28.0% | +22.8% | -50.7% | -28.4% |
| 30D | -34.9% | +63.8% | -98.7% | -36.0% |
| 3M | -41.6% | +68.1% | -109.7% | -42.6% |
| 6M | -45.4% | +528.5% | -573.9% | -49.0% |
| YTD | +53.3% | +122.4% | -69.1% | +44.5% |
| 1Y | +61.5% | +154.4% | -92.8% | +51.6% |
| 3Y | +712.3% | +68.0% | +644.4% | +593.8% |
| All | +528.7% | -35.6% | +564.3% | +467.8% |
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 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