-26.0%
RBLX vs WM
+123.2%
-149.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | +7.9% | +1.2% | +6.7% | +7.7% |
| 30D | +3.9% | +15.2% | -11.4% | +1.5% |
| 3M | +44.7% | +8.3% | +36.3% | +42.6% |
| 6M | +23.8% | +13.1% | +10.6% | +20.8% |
| YTD | -36.5% | +12.5% | -49.1% | -37.9% |
| 1Y | -50.7% | +21.8% | -72.5% | -52.5% |
| 3Y | +33.8% | +48.8% | -14.9% | +21.2% |
| 5Y | -52.2% | +62.1% | -114.3% | -59.2% |
| All | -26.0% | +123.2% | -149.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling