+137.7%
WEC vs REPL
+25.1%
+112.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | +3.2% | +15.1% | -11.9% | +3.0% |
| 30D | +14.7% | +51.1% | -36.4% | +14.0% |
| 3M | +10.2% | +69.2% | -59.0% | +9.5% |
| 6M | +4.5% | +597.6% | -593.1% | +0.4% |
| YTD | +15.1% | +106.0% | -90.9% | +11.8% |
| 1Y | +9.4% | +133.3% | -123.9% | +6.0% |
| 3Y | +56.9% | +41.0% | +15.9% | +45.7% |
| 5Y | +54.4% | -40.1% | +94.6% | +46.7% |
| All | +137.7% | +25.1% | +112.6% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling