+228.8%
WM vs REPL
+39.1%
+189.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | +0.1% |
| 7D | -0.5% | +14.2% | -14.7% | -0.6% |
| 30D | +13.3% | +65.9% | -52.6% | +12.8% |
| 3M | +4.4% | +84.6% | -80.2% | +3.8% |
| 6M | +10.8% | +446.9% | -436.1% | +8.2% |
| YTD | +9.1% | +129.0% | -119.9% | +6.8% |
| 1Y | +19.1% | +167.9% | -148.7% | +16.4% |
| 3Y | +45.7% | +93.9% | -48.2% | +36.2% |
| 5Y | +60.4% | -33.0% | +93.4% | +55.1% |
| All | +228.8% | +39.1% | +189.7% | +184.8% |
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