+48.9%
WPM vs REPL
+142.1%
-93.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +7.0% | -5.7% | +12.8% | +7.1% |
| 30D | +15.7% | +22.5% | -6.7% | +15.5% |
| 3M | +35.2% | +64.7% | -29.5% | +34.7% |
| 6M | +6.1% | +83.0% | -76.9% | +2.9% |
| YTD | +32.6% | +52.0% | -19.4% | +28.6% |
| All | +48.9% | +142.1% | -93.2% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling