+46.0%
WM vs REPL
-22.6%
+68.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | -2.4% | +27.1% | -29.5% | -2.2% |
| 3M | +0.4% | +52.4% | -52.0% | +0.9% |
| 6M | -9.5% | +107.4% | -116.9% | -8.4% |
| YTD | +0.5% | +54.7% | -54.2% | +1.6% |
| 1Y | -1.1% | +158.9% | -160.0% | +0.5% |
| All | +46.0% | -22.6% | +68.6% | +46.5% |
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