-35.9%
RBLX vs WM
+97.0%
-132.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +8.0% | -1.2% | +9.2% | +8.2% |
| 30D | +20.2% | -4.5% | +24.6% | +20.9% |
| 3M | +3.5% | -2.2% | +5.7% | +3.5% |
| 6M | -28.9% | -11.5% | -17.5% | -27.6% |
| YTD | -45.1% | -0.7% | -44.4% | -45.1% |
| 1Y | -66.2% | +0.3% | -66.6% | -66.3% |
| 3Y | +53.5% | +44.2% | +9.3% | +38.3% |
| 5Y | -48.4% | +51.6% | -100.1% | -52.9% |
| All | -35.9% | +97.0% | -132.9% | -28.6% |
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