+57.2%
RBLX vs WAB
+164.6%
-107.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +8.1% | -0.2% | +8.3% | +8.2% |
| 30D | +23.9% | -5.9% | +29.8% | +26.3% |
| 3M | +8.1% | +9.4% | -1.2% | +3.3% |
| 6M | -23.7% | +13.8% | -37.6% | -29.0% |
| YTD | -44.6% | +31.8% | -76.4% | -51.9% |
| 1Y | -66.2% | +48.5% | -114.7% | -72.5% |
| All | +57.2% | +164.6% | -107.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling