-18.4%
WY vs REPL
+36.1%
-54.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.4% |
| 7D | -5.1% | +5.3% | -10.3% | -5.3% |
| 30D | +9.0% | +66.6% | -57.6% | +6.2% |
| 3M | -16.7% | +59.6% | -76.3% | -18.8% |
| 6M | -10.3% | +482.4% | -492.6% | -21.2% |
| YTD | -10.5% | +124.1% | -134.6% | -20.1% |
| 1Y | -5.9% | +138.6% | -144.4% | -16.4% |
| 3Y | -24.7% | +96.0% | -120.8% | -45.4% |
| 5Y | -31.5% | -35.4% | +3.9% | -43.7% |
| All | -18.4% | +36.1% | -54.5% | -50.9% |
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