+172.7%
WMT vs REPL
-35.3%
+208.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -1.2% | +9.8% | -11.0% | -1.2% |
| 30D | +12.4% | +81.5% | -69.1% | +12.2% |
| 3M | +9.0% | +44.2% | -35.2% | +8.9% |
| 6M | -3.0% | +437.4% | -440.4% | -3.5% |
| YTD | +14.0% | +126.1% | -112.1% | +13.3% |
| 1Y | +23.0% | +143.1% | -120.1% | +22.2% |
| 3Y | +135.1% | +97.8% | +37.2% | +129.4% |
| 5Y | +172.7% | -34.3% | +207.0% | +158.1% |
| All | +172.7% | -35.3% | +208.0% | +158.1% |
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