-16.0%
RBA vs WETO
-99.4%
+83.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.4% | +9.2% | +3.8% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | -2.9% | -39.9% | +37.0% | -2.4% |
| 3M | -20.9% | -97.9% | +77.0% | -19.2% |
| 6M | -17.7% | -95.0% | +77.4% | -17.5% |
| YTD | -18.2% | -97.2% | +79.0% | -17.7% |
| 1Y | -29.1% | -98.9% | +69.8% | -28.1% |
| All | -16.0% | -99.4% | +83.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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