+323.7%
WWD vs REPL
+37.4%
+286.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | +8.2% | +9.8% | -1.6% | +7.7% |
| 30D | -0.2% | +81.5% | -81.7% | -3.2% |
| 3M | -8.4% | +44.2% | -52.6% | -10.2% |
| 6M | -9.5% | +437.4% | -446.9% | -20.3% |
| YTD | +10.1% | +126.1% | -116.1% | -1.8% |
| 1Y | +21.6% | +143.1% | -121.6% | +7.9% |
| 3Y | +149.6% | +97.8% | +51.7% | +85.5% |
| 5Y | +191.3% | -34.3% | +225.6% | +140.7% |
| All | +323.7% | +37.4% | +286.3% | +164.2% |
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