-31.7%
WY vs REPL
-29.4%
-2.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -6.9% | -2.4% |
| 7D | +0.2% | +12.7% | -12.5% | 0.0% |
| 30D | +8.0% | +73.5% | -65.5% | +7.0% |
| 3M | -17.7% | +70.3% | -88.0% | -18.5% |
| 6M | -10.8% | +472.0% | -482.7% | -14.2% |
| YTD | -10.6% | +139.5% | -150.1% | -13.6% |
| 1Y | -5.7% | +167.3% | -173.0% | -9.1% |
| 3Y | -24.8% | +109.5% | -134.3% | -34.2% |
| 5Y | -31.7% | -29.9% | -1.8% | -35.7% |
| All | -31.7% | -29.4% | -2.3% | -35.7% |
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