-22.3%
WY vs REPL
-24.7%
+2.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | -2.1% | -5.7% | +3.7% | -2.0% |
| 30D | -10.5% | +22.5% | -33.0% | -10.6% |
| 3M | -4.9% | +64.7% | -69.5% | -5.7% |
| 6M | -4.9% | +83.0% | -87.9% | -5.4% |
| YTD | -1.7% | +52.0% | -53.6% | -2.1% |
| 1Y | -9.4% | +144.5% | -153.9% | -10.1% |
| 3Y | -22.3% | -25.1% | +2.8% | -24.5% |
| All | -22.3% | -24.7% | +2.4% | -24.5% |
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