-24.7%
RBLX vs WETO
-99.4%
+74.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.2% |
| 7D | +5.1% | -4.3% | +9.4% | +4.9% |
| 30D | +28.0% | -39.9% | +67.9% | +35.9% |
| 3M | +4.6% | -97.9% | +102.5% | +35.8% |
| 6M | -24.7% | -95.0% | +70.4% | -6.8% |
| YTD | -43.8% | -97.2% | +53.3% | -29.0% |
| 1Y | -65.8% | -98.9% | +33.1% | -55.2% |
| All | -24.7% | -99.4% | +74.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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