+331.0%
WWD vs REPL
-9.7%
+340.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +0.6% | -9.6% | +10.2% | +1.1% |
| 30D | -5.1% | +5.7% | -10.8% | -5.4% |
| 3M | -11.2% | +56.4% | -67.6% | -15.1% |
| 6M | -12.0% | +67.4% | -79.5% | -20.0% |
| YTD | +12.0% | +48.7% | -36.7% | +2.2% |
| 1Y | +42.8% | +148.3% | -105.5% | +21.5% |
| 3Y | +168.9% | -26.7% | +195.6% | +119.8% |
| 5Y | +192.2% | -54.1% | +246.3% | +144.2% |
| All | +331.0% | -9.7% | +340.7% | +174.8% |
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