+247.2%
WPM vs REPL
-35.6%
+282.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.8% |
| 7D | +16.9% | +22.8% | -5.8% | +16.6% |
| 30D | +2.0% | +63.8% | -61.8% | +1.2% |
| 3M | +8.9% | +68.1% | -59.2% | +8.0% |
| 6M | +1.6% | +528.5% | -526.9% | -2.6% |
| YTD | +16.5% | +122.4% | -105.9% | +12.3% |
| 1Y | +42.2% | +154.4% | -112.2% | +36.7% |
| 3Y | +213.3% | +68.0% | +145.3% | +184.7% |
| All | +247.2% | -35.6% | +282.8% | +230.7% |
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