+170.0%
WWD vs REPL
-25.2%
+195.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.3% | -3.0% | +4.3% | +1.3% |
| 30D | -7.2% | +27.1% | -34.3% | -7.5% |
| 3M | -3.8% | +52.4% | -56.2% | -5.0% |
| 6M | -9.9% | +107.4% | -117.4% | -12.3% |
| YTD | +14.8% | +54.7% | -39.9% | +12.4% |
| 1Y | +42.1% | +158.9% | -116.8% | +35.9% |
| All | +170.0% | -25.2% | +195.2% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling