+312.5%
WMT vs REPL
-19.2%
+331.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.4% |
| 7D | 0.0% | -14.1% | +14.1% | +0.2% |
| 30D | -7.4% | -15.2% | +7.8% | -7.3% |
| 3M | -10.9% | +49.9% | -60.7% | -11.6% |
| 6M | -12.7% | +63.5% | -76.2% | -14.6% |
| YTD | -3.2% | +32.9% | -36.1% | -5.1% |
| 1Y | +5.3% | +115.0% | -109.7% | +1.6% |
| 3Y | +101.9% | -34.7% | +136.6% | +92.7% |
| 5Y | +134.6% | -59.7% | +194.2% | +125.4% |
| All | +312.5% | -19.2% | +331.7% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling