-19.2%
WY vs REPL
+37.4%
-56.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -5.4% | +9.8% | -15.2% | -5.9% |
| 30D | +7.9% | +81.5% | -73.6% | +4.6% |
| 3M | -16.6% | +44.2% | -60.8% | -18.3% |
| 6M | -11.2% | +437.4% | -448.6% | -21.6% |
| YTD | -11.3% | +126.1% | -137.5% | -20.9% |
| 1Y | -5.5% | +143.1% | -148.7% | -16.1% |
| 3Y | -25.4% | +97.8% | -123.2% | -46.0% |
| 5Y | -32.4% | -34.3% | +1.9% | -44.5% |
| All | -19.2% | +37.4% | -56.5% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling