+57.8%
WEC vs REPL
-40.4%
+98.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | +3.2% | +15.1% | -11.9% | +3.2% |
| 30D | +14.7% | +51.1% | -36.4% | +14.5% |
| 3M | +10.2% | +69.2% | -59.0% | +10.0% |
| 6M | +4.5% | +597.6% | -593.1% | +3.0% |
| YTD | +15.1% | +106.0% | -90.9% | +14.0% |
| 1Y | +9.4% | +133.3% | -123.9% | +8.2% |
| 3Y | +56.9% | +41.0% | +15.9% | +51.6% |
| All | +57.8% | -40.4% | +98.2% | +49.1% |
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