+581.9%
WPM vs REPL
+37.4%
+544.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -0.5% | +9.8% | -10.3% | -0.6% |
| 30D | -3.1% | +81.5% | -84.6% | -4.0% |
| 3M | -2.2% | +44.2% | -46.4% | -2.8% |
| 6M | -7.4% | +437.4% | -444.8% | -11.2% |
| YTD | +12.6% | +126.1% | -113.5% | +8.2% |
| 1Y | +22.8% | +143.1% | -120.3% | +17.8% |
| 3Y | +213.6% | +97.8% | +115.8% | +185.6% |
| 5Y | +211.2% | -34.3% | +245.5% | +190.0% |
| All | +581.9% | +37.4% | +544.6% | +517.2% |
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 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