-37.7%
RBLX vs WM
+99.3%
-137.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.5% |
| 7D | +12.4% | -0.3% | +12.7% | +12.4% |
| 30D | +19.7% | -2.4% | +22.0% | +20.0% |
| 3M | -0.1% | +0.4% | -0.5% | -0.5% |
| 6M | -35.7% | -9.5% | -26.3% | -34.8% |
| YTD | -46.6% | +0.5% | -47.1% | -46.7% |
| 1Y | -66.6% | -1.1% | -65.5% | -66.6% |
| 3Y | +52.3% | +46.0% | +6.3% | +36.9% |
| 5Y | -47.7% | +51.8% | -99.6% | -52.9% |
| All | -37.7% | +99.3% | -137.0% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling