+59.7%
WM vs REPL
-35.6%
+95.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -2.0% |
| 7D | +1.2% | +22.8% | -21.6% | +1.3% |
| 30D | +13.1% | +63.8% | -50.7% | +13.3% |
| 3M | +3.6% | +68.1% | -64.5% | +3.8% |
| 6M | +8.1% | +528.5% | -520.4% | +8.8% |
| YTD | +8.9% | +122.4% | -113.5% | +9.6% |
| 1Y | +20.3% | +154.4% | -134.0% | +21.1% |
| 3Y | +46.2% | +68.0% | -21.8% | +46.6% |
| All | +59.7% | -35.6% | +95.3% | +59.1% |
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