-17.8%
WY vs REPL
+36.8%
-54.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -0.8% | +1.2% | -2.1% | -0.9% |
| 30D | +10.1% | +92.2% | -82.1% | +6.5% |
| 3M | -15.4% | +44.1% | -59.5% | -17.1% |
| 6M | -8.3% | +313.0% | -321.3% | -17.7% |
| YTD | -9.8% | +125.2% | -135.0% | -19.5% |
| 1Y | -3.9% | +143.8% | -147.6% | -14.7% |
| 3Y | -23.3% | +104.2% | -127.5% | -44.8% |
| 5Y | -31.2% | -34.5% | +3.3% | -43.5% |
| All | -17.8% | +36.8% | -54.6% | -50.6% |
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 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