+135.4%
WEC vs REPL
+39.1%
+96.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +1.1% |
| 7D | +0.2% | +14.2% | -14.0% | +0.1% |
| 30D | +12.9% | +65.9% | -52.9% | +12.2% |
| 3M | +9.8% | +84.6% | -74.8% | +8.9% |
| 6M | +6.7% | +446.9% | -440.2% | +3.2% |
| YTD | +14.0% | +129.0% | -115.0% | +10.6% |
| 1Y | +7.3% | +167.9% | -160.5% | +3.8% |
| 3Y | +63.8% | +93.9% | -30.1% | +50.6% |
| 5Y | +54.8% | -33.0% | +87.7% | +46.7% |
| All | +135.4% | +39.1% | +96.2% | +100.5% |
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