+136.0%
WEC vs REPL
+37.4%
+98.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.7% | +9.8% | -10.5% | -0.8% |
| 30D | +11.0% | +81.5% | -70.5% | +10.1% |
| 3M | +8.6% | +44.2% | -35.6% | +8.1% |
| 6M | +6.2% | +437.4% | -431.2% | +2.7% |
| YTD | +14.3% | +126.1% | -111.8% | +10.9% |
| 1Y | +8.4% | +143.1% | -134.8% | +5.0% |
| 3Y | +62.9% | +97.8% | -35.0% | +49.6% |
| 5Y | +55.8% | -34.3% | +90.1% | +47.8% |
| All | +136.0% | +37.4% | +98.6% | +101.0% |
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