+63.3%
WM vs REPL
-40.1%
+103.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | +4.5% | +15.1% | -10.6% | +4.5% |
| 30D | +16.1% | +51.1% | -35.0% | +16.3% |
| 3M | +8.0% | +69.2% | -61.2% | +8.2% |
| 6M | +8.4% | +597.6% | -589.1% | +9.1% |
| YTD | +11.2% | +106.0% | -94.8% | +11.9% |
| 1Y | +22.3% | +133.3% | -111.0% | +23.1% |
| 3Y | +50.2% | +41.0% | +9.3% | +51.1% |
| 5Y | +63.3% | -40.1% | +103.4% | +63.3% |
| All | +63.3% | -40.1% | +103.3% | +63.3% |
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