+41.0%
WEC vs REPL
-25.2%
+66.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | -1.3% | +27.1% | -28.4% | -1.3% |
| 3M | -3.9% | +52.4% | -56.3% | -3.9% |
| 6M | -8.3% | +107.4% | -115.8% | -8.7% |
| YTD | +3.1% | +54.7% | -51.7% | +2.7% |
| 1Y | +1.9% | +158.9% | -156.9% | +1.2% |
| All | +41.0% | -25.2% | +66.3% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling