+100.5%
WMT vs REPL
-24.7%
+125.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +0.1% | -5.7% | +5.9% | +0.1% |
| 30D | -5.0% | +22.5% | -27.4% | -4.9% |
| 3M | -11.3% | +64.7% | -75.9% | -11.2% |
| 6M | -13.8% | +83.0% | -96.8% | -13.9% |
| YTD | -4.2% | +52.0% | -56.2% | -4.3% |
| 1Y | +4.6% | +144.5% | -140.0% | +4.5% |
| 3Y | +100.5% | -25.1% | +125.5% | +87.6% |
| All | +100.5% | -24.7% | +125.2% | +87.6% |
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