+130.8%
WMT vs REPL
-53.9%
+184.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.2% | -9.6% | +9.3% | -0.2% |
| 30D | -5.8% | +5.7% | -11.5% | -5.8% |
| 3M | -10.8% | +56.4% | -67.1% | -10.9% |
| 6M | -14.3% | +67.4% | -81.8% | -14.8% |
| YTD | -4.4% | +48.7% | -53.1% | -4.9% |
| 1Y | +4.3% | +148.3% | -143.9% | +3.4% |
| 3Y | +100.1% | -26.7% | +126.8% | +97.6% |
| 5Y | +130.8% | -54.1% | +185.0% | +126.2% |
| All | +130.8% | -53.9% | +184.7% | +126.2% |
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