+23.1%
WWD vs REPL
+163.1%
-140.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +4.9% |
| 7D | +4.2% | +14.2% | -10.0% | +4.1% |
| 30D | -0.8% | +65.9% | -66.6% | -1.1% |
| 3M | -8.2% | +84.6% | -92.8% | -8.4% |
| 6M | -9.8% | +446.9% | -456.8% | -9.1% |
| YTD | +10.4% | +129.0% | -118.6% | +12.7% |
| All | +23.1% | +163.1% | -140.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling