-66.6%
RBLX vs WAB
+48.2%
-114.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | +12.4% | -3.2% | +15.6% | +12.4% |
| 30D | +19.7% | -4.4% | +24.1% | +19.7% |
| 3M | -0.1% | +7.9% | -8.0% | -1.2% |
| 6M | -35.7% | +8.7% | -44.4% | -37.8% |
| YTD | -46.6% | +33.0% | -79.5% | -50.0% |
| 1Y | -66.6% | +46.7% | -113.3% | -69.7% |
| All | -66.6% | +48.2% | -114.8% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling