+86.8%
WFC vs REPL
-35.6%
+122.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | +1.2% | +22.8% | -21.5% | +0.9% |
| 30D | +5.2% | +63.8% | -58.6% | +4.4% |
| 3M | -3.0% | +68.1% | -71.2% | -3.9% |
| 6M | +6.2% | +528.5% | -522.3% | +2.0% |
| YTD | -7.9% | +122.4% | -130.3% | -10.6% |
| 1Y | +0.3% | +154.4% | -154.1% | -3.0% |
| 3Y | +117.7% | +68.0% | +49.7% | +97.9% |
| All | +86.8% | -35.6% | +122.4% | +87.2% |
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