+49.3%
WM vs REPL
+37.4%
+11.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.1% |
| 7D | +4.5% | +15.1% | -10.6% | +4.6% |
| 30D | +16.1% | +51.1% | -35.0% | +16.4% |
| 3M | +8.0% | +69.2% | -61.2% | +8.5% |
| 6M | +8.4% | +597.6% | -589.1% | +10.2% |
| YTD | +11.2% | +106.0% | -94.8% | +12.7% |
| 1Y | +22.3% | +133.3% | -111.0% | +24.0% |
| All | +49.3% | +37.4% | +11.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling