+711.1%
WPM vs REPL
-9.7%
+720.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.1% |
| 7D | +3.9% | -9.6% | +13.5% | +4.0% |
| 30D | +17.7% | +5.7% | +12.0% | +17.5% |
| 3M | +39.4% | +56.4% | -17.0% | +37.7% |
| 6M | +6.4% | +67.4% | -61.0% | +2.9% |
| YTD | +34.0% | +48.7% | -14.7% | +29.7% |
| 1Y | +50.5% | +148.3% | -97.8% | +43.2% |
| 3Y | +280.3% | -26.7% | +307.0% | +255.8% |
| 5Y | +266.3% | -54.1% | +320.5% | +243.3% |
| All | +711.1% | -9.7% | +720.8% | +639.4% |
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