+91.6%
WFC vs REPL
+37.4%
+54.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +1.7% | +9.8% | -8.1% | +1.4% |
| 30D | +6.8% | +81.5% | -74.7% | +4.6% |
| 3M | -3.0% | +44.2% | -47.2% | -4.4% |
| 6M | +15.4% | +437.4% | -422.0% | +5.5% |
| YTD | -5.9% | +126.1% | -132.0% | -13.1% |
| 1Y | +1.7% | +143.1% | -141.5% | -6.4% |
| 3Y | +124.9% | +97.8% | +27.1% | +81.2% |
| 5Y | +90.5% | -34.3% | +124.7% | +65.9% |
| All | +91.6% | +37.4% | +54.3% | +28.9% |
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 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