+44.7%
WM vs REPL
+100.5%
-55.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.4% |
| 7D | +1.2% | +12.7% | -11.6% | +1.2% |
| 30D | +13.7% | +73.5% | -59.8% | +14.1% |
| 3M | +5.2% | +70.3% | -65.1% | +5.7% |
| 6M | +11.2% | +472.0% | -460.8% | +12.9% |
| YTD | +9.4% | +139.5% | -130.1% | +11.0% |
| 1Y | +20.4% | +167.3% | -146.9% | +22.2% |
| 3Y | +44.7% | +109.5% | -64.9% | +48.7% |
| All | +44.7% | +100.5% | -55.8% | +48.7% |
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