-29.1%
RBLX vs WM
+116.0%
-145.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.5% | +3.8% |
| 7D | +14.7% | +1.2% | +13.5% | +14.4% |
| 30D | +6.2% | +13.1% | -6.8% | +4.1% |
| 3M | +36.8% | +3.6% | +33.2% | +35.8% |
| 6M | +12.7% | +8.1% | +4.6% | +10.8% |
| YTD | -39.2% | +8.9% | -48.1% | -40.1% |
| 1Y | -51.3% | +20.3% | -71.7% | -53.0% |
| 3Y | +45.6% | +46.2% | -0.5% | +32.0% |
| 5Y | -36.8% | +59.9% | -96.7% | -44.9% |
| All | -29.1% | +116.0% | -145.1% | -22.1% |
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