-20.5%
WY vs REPL
-53.9%
+33.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -4.9% | +64.7% | -69.5% | -6.7% |
| 6M | -4.9% | +83.0% | -87.9% | -7.8% |
| YTD | -1.7% | +52.0% | -53.6% | -4.4% |
| 1Y | -9.4% | +144.5% | -153.9% | -13.8% |
| 3Y | -22.3% | -25.1% | +2.8% | -26.5% |
| 5Y | -20.5% | -52.9% | +32.3% | -23.5% |
| All | -20.5% | -53.9% | +33.4% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling