+231.4%
WM vs REPL
+29.3%
+202.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.9% | +28.8% | -22.9% | +5.7% |
| 30D | +15.4% | +57.3% | -41.9% | +15.0% |
| 3M | +6.3% | +73.6% | -67.2% | +5.8% |
| 6M | +5.6% | +582.8% | -577.3% | +2.7% |
| YTD | +9.9% | +112.9% | -102.9% | +7.7% |
| 1Y | +20.8% | +130.7% | -109.8% | +18.3% |
| 3Y | +48.5% | +45.7% | +2.8% | +40.2% |
| 5Y | +60.6% | -37.9% | +98.5% | +55.3% |
| All | +231.4% | +29.3% | +202.1% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling