-46.2%
RBLX vs WAB
+221.8%
-268.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +28.0% | -4.1% | +32.1% | +30.8% |
| 3M | +4.6% | +8.2% | -3.6% | -1.8% |
| 6M | -24.7% | +15.4% | -40.1% | -32.8% |
| YTD | -43.8% | +33.1% | -77.0% | -54.5% |
| 1Y | -65.8% | +48.1% | -113.8% | -74.4% |
| 3Y | +59.4% | +167.7% | -108.4% | -26.5% |
| All | -46.2% | +221.8% | -268.0% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling