-13.1%
WY vs REPL
-17.3%
+4.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.7% | -2.3% |
| 7D | -3.7% | -13.4% | +9.7% | -3.0% |
| 30D | -11.3% | -3.0% | -8.3% | -11.3% |
| 3M | -8.1% | +56.3% | -64.5% | -12.2% |
| 6M | -7.4% | +60.9% | -68.3% | -15.7% |
| YTD | -4.7% | +36.2% | -40.9% | -12.6% |
| 1Y | -9.2% | +121.0% | -130.2% | -22.2% |
| 3Y | -24.7% | -32.8% | +8.1% | -38.9% |
| 5Y | -21.6% | -58.7% | +37.1% | -34.4% |
| All | -13.1% | -17.3% | +4.1% | -46.3% |
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 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