+325.0%
WWD vs REPL
+39.1%
+285.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.8% |
| 7D | +4.2% | +14.2% | -10.0% | +3.5% |
| 30D | -0.8% | +65.9% | -66.6% | -3.3% |
| 3M | -8.2% | +84.6% | -92.8% | -11.1% |
| 6M | -9.8% | +446.9% | -456.8% | -20.6% |
| YTD | +10.4% | +129.0% | -118.6% | -1.5% |
| 1Y | +25.5% | +167.9% | -142.4% | +10.7% |
| 3Y | +155.8% | +93.9% | +61.9% | +90.9% |
| 5Y | +187.3% | -33.0% | +220.3% | +137.0% |
| All | +325.0% | +39.1% | +285.8% | +164.9% |
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