-35.5%
RBLX vs WAT
+46.5%
-82.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.9% |
| 7D | +10.2% | -0.7% | +10.9% | +10.4% |
| 30D | +18.6% | -1.0% | +19.6% | +18.8% |
| 3M | +6.0% | +10.9% | -4.9% | +2.8% |
| 6M | -29.5% | +33.2% | -62.6% | -35.4% |
| YTD | -44.7% | +6.1% | -50.8% | -46.4% |
| 1Y | -65.1% | +30.2% | -95.3% | -68.8% |
| 3Y | +54.5% | +52.9% | +1.6% | +10.6% |
| 5Y | -46.3% | -5.1% | -41.2% | -49.3% |
| All | -35.5% | +46.5% | -82.0% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling