+341.9%
WWD vs REPL
-6.0%
+347.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | -7.2% | +27.1% | -34.3% | -8.3% |
| 3M | -3.8% | +52.4% | -56.2% | -7.8% |
| 6M | -9.9% | +107.4% | -117.4% | -19.3% |
| YTD | +14.8% | +54.7% | -39.9% | +4.6% |
| 1Y | +42.1% | +158.9% | -116.8% | +20.5% |
| 3Y | +170.8% | -23.7% | +194.5% | +120.9% |
| 5Y | +197.5% | -54.3% | +251.9% | +149.8% |
| All | +341.9% | -6.0% | +347.9% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling