-18.2%
RBA vs WETO
-99.4%
+81.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.7% |
| 7D | -1.9% | -38.7% | +36.8% | -2.1% |
| 30D | -13.0% | -51.3% | +38.3% | -12.5% |
| 3M | -23.1% | -97.8% | +74.7% | -21.5% |
| 6M | -22.6% | -94.8% | +72.2% | -22.5% |
| YTD | -20.4% | -97.2% | +76.8% | -20.0% |
| 1Y | -29.6% | -98.9% | +69.4% | -28.6% |
| All | -18.2% | -99.4% | +81.2% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling