+601.5%
WPM vs REPL
+36.1%
+565.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.7% |
| 7D | +3.1% | +5.3% | -2.2% | +3.0% |
| 30D | -1.8% | +66.6% | -68.5% | -2.7% |
| 3M | +1.0% | +59.6% | -58.6% | +0.2% |
| 6M | -5.4% | +482.4% | -487.8% | -9.5% |
| YTD | +15.9% | +124.1% | -108.2% | +11.4% |
| 1Y | +30.8% | +138.6% | -107.7% | +25.5% |
| 3Y | +222.6% | +96.0% | +126.6% | +193.8% |
| 5Y | +227.4% | -35.4% | +262.8% | +205.2% |
| All | +601.5% | +36.1% | +565.4% | +535.0% |
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