-48.9%
RBLX vs WAT
-5.3%
-43.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +8.1% | -2.9% | +11.0% | +8.9% |
| 30D | +23.9% | -3.2% | +27.1% | +24.9% |
| 3M | +8.1% | +10.6% | -2.4% | +5.0% |
| 6M | -23.7% | +34.0% | -57.8% | -30.3% |
| YTD | -44.6% | +5.7% | -50.4% | -46.2% |
| 1Y | -66.2% | +37.1% | -103.3% | -70.3% |
| 3Y | +54.7% | +52.4% | +2.3% | +9.7% |
| 5Y | -48.9% | -4.4% | -44.5% | -51.4% |
| All | -48.9% | -5.3% | -43.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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