+701.9%
WPM vs REPL
-6.0%
+707.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | +1.1% | -3.0% | +4.0% | +1.1% |
| 30D | +26.4% | +27.1% | -0.8% | +25.8% |
| 3M | +20.8% | +52.4% | -31.5% | +19.4% |
| 6M | +1.1% | +107.4% | -106.3% | -2.7% |
| YTD | +32.5% | +54.7% | -22.3% | +28.1% |
| 1Y | +51.5% | +158.9% | -107.3% | +44.1% |
| 3Y | +267.0% | -23.7% | +290.8% | +243.1% |
| 5Y | +250.1% | -54.3% | +304.5% | +228.3% |
| All | +701.9% | -6.0% | +707.9% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling