-9.0%
WY vs REPL
-6.0%
-3.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | -1.7% | -3.0% | +1.2% | -1.6% |
| 30D | -10.1% | +27.1% | -37.2% | -11.3% |
| 3M | -5.1% | +52.4% | -57.5% | -9.2% |
| 6M | -4.8% | +107.4% | -112.2% | -14.5% |
| YTD | -0.2% | +54.7% | -55.0% | -9.1% |
| 1Y | -6.6% | +158.9% | -165.5% | -20.7% |
| 3Y | -22.7% | -23.7% | +1.0% | -37.7% |
| 5Y | -22.2% | -54.3% | +32.1% | -35.0% |
| All | -9.0% | -6.0% | -3.0% | -44.2% |
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