+95.4%
WFC vs REPL
-7.7%
+103.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | +1.1% | -5.7% | +6.8% | +1.3% |
| 30D | +0.8% | +22.5% | -21.7% | +0.1% |
| 3M | +9.3% | +64.7% | -55.4% | +5.7% |
| 6M | +10.6% | +83.0% | -72.4% | +3.2% |
| YTD | -4.1% | +52.0% | -56.0% | -10.0% |
| 1Y | +13.6% | +144.5% | -131.0% | +1.6% |
| 3Y | +130.7% | -25.1% | +155.8% | +99.6% |
| 5Y | +126.7% | -52.9% | +179.6% | +98.9% |
| All | +95.4% | -7.7% | +103.1% | +33.4% |
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